V-Lab: Caterpillar Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Caterpillar Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:28.43% (+0.14%)

Analysis last updated: Friday, March 21, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0684	26.25
$α$	0.1750	73.57
$β$	0.8018	293.90
$γ$	0.1079	19.74
$δ$	0.9334	21.03

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts