Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
40.48%
decreased by 0.65%
1 Week
40.34%
decreased by 0.79%
1 Month
39.83%
decreased by 1.30%
Analysis last updated: Friday, June 12, 2026 at 11:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 14.52 | |
| 0.0068 | 8.04 | |
| 0.9593 | 727.82 | |
| 0.0467 | 16.97 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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