Caterpillar Inc Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
40.00%
decreased by 0.90%
1 Week
40.04%
decreased by 0.86%
1 Month
40.21%
decreased by 0.69%
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 | |
|---|---|---|
| 0.8837 | 7.92 | |
| 0.0438 | 6.52 | |
| 0.9338 | 99.47 | |
| -0.0040 | -2.69 | |
| 0.0092 | 3.45 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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