Caterpillar Inc EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
41.67%
decreased by 3.67%
1 Week
40.21%
decreased by 5.13%
1 Month
39.61%
decreased by 5.73%
Analysis last updated: Tuesday, June 9, 2026 at 01:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0132 | 5.13 | |
| -0.1340 | -3.09 | |
| 0.4429 | 6.10 | |
| -0.3474 | -10.67 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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