Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
36.64%
decreased by 3.52%
1 Week
40.72%
increased by 0.56%
1 Month
42.33%
increased by 2.17%
Analysis last updated: Wednesday, June 10, 2026 at 12:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9800 | 7.29 | |
| 0.0000 | 0.00 | |
| 0.2105 | 2.75 | |
| 0.4859 | 1.44 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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