Caterpillar Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:34.23% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8861 | 7.97 | |
| 0.0456 | 6.58 | |
| 0.9306 | 95.63 | |
| -0.0040 | -2.67 | |
| 0.0089 | 3.28 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other Caterpillar Inc Analyses
Other Spline-GARCH Analyses on Equities