Caterpillar Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
32.08%
decreased by 0.33%
1 Week
32.28%
decreased by 0.13%
1 Month
32.97%
increased by 0.56%
Analysis last updated: Friday, April 24, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0009 | 0.91 | |
| 0.9488 | 451.60 | |
| 0.0584 | 22.32 | |
| 0.0090 | 4.07 | |
| 0.0083 | 4.79 | |
| 0.9896 | 445.14 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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