CATERPILLAR EGARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, May 22: 23.31% (-0.23)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (USD): $88.10 Return: -0.26% 1 Week Pred: 23.52%
Avg Week Vol: 23.58% Avg Month Vol: 24.12% 1 Month Pred: 24.28%
Min Vol: 17.78% Max Vol: 78.01% 6 Months Pred: 28.38%
Avg Vol: 32.17% Vol of Vol: 25.28% 1 Year Pred: 31.08%

Documentation