Caterpillar Inc Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
39.65%
unchanged at 0.00%
1 Week
39.65%
unchanged at 0.00%
1 Month
39.65%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.7864 | 3.04 | |
| 0.0000 | 0.00 | |
| 0.7704 | 0.73 | |
| -4.9102 | -0.64 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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