Caterpillar Inc MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
36.90%
decreased by 11.63%
1 Week
36.31%
decreased by 12.22%
1 Month
34.05%
decreased by 14.48%
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 | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.2124 | 7.75 | |
| 0.0000 | 0.00 | |
| 0.3541 | 4.52 | |
| 0.5680 | 1.20 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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