V-Lab: Caterpillar Inc Asy. MEM Volatility Analysis

V-Lab

Caterpillar Inc Asy. MEM Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:22.58% (-0.62%)

Analysis last updated: Friday, July 11, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1160	35.20
$α$	0.1309	39.62
$β$	0.8095	324.08
$γ$	0.0633	10.19

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts