Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.33% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9894 | 4.48 | |
| 0.0468 | 23.50 | |
| 0.9901 | 418.99 | |
| 5.0892 | 6.92 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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