Caterpillar Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.17% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0011 | 1.09 | |
| 0.9489 | 449.30 | |
| 0.0580 | 22.18 | |
| 0.0089 | 4.07 | |
| 0.0081 | 4.77 | |
| 0.9898 | 453.41 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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