According to Caterpillars of Eastern North America, buckeye caterpillars feed on:
Plants in snapdragon (Scrophulariaceae) and acanthus (Acanthaceae) families, including plantain, gerardia, Ruellia, snapdragon and toadflax.Distinguishing traits include the metallic blue dorsal spines, the orange bases for the spines along the sides, and the orange head with white bumps.
Assuming that the caterpillar survives and emerges from its chrysalis, it will look like this.