Caterpillar Inc MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
35.66%
decreased by 0.50%
1 Week
35.76%
decreased by 0.40%
1 Month
36.08%
decreased by 0.08%
Analysis last updated: Monday, April 6, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0010 | 1.03 | |
| 0.9488 | 450.08 | |
| 0.0583 | 22.28 | |
| 0.0090 | 4.07 | |
| 0.0083 | 4.79 | |
| 0.9896 | 446.16 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
Other Caterpillar Inc Analyses
Other MF2-GARCH Analyses on Equities