Caterpillar Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
34.40%
decreased by 0.48%
1 Week
34.65%
decreased by 0.23%
1 Month
35.49%
increased by 0.61%
Analysis last updated: Friday, March 27, 2026 at 10:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8863 | 8.02 | |
| 0.0453 | 6.58 | |
| 0.9309 | 96.08 | |
| -0.0039 | -2.67 | |
| 0.0089 | 3.35 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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