Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
33.93%
decreased by 0.52%
1 Week
33.91%
decreased by 0.54%
1 Month
33.87%
decreased by 0.58%
Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 14.48 | |
| 0.0065 | 7.74 | |
| 0.9596 | 731.38 | |
| 0.0468 | 17.09 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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