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V-Lab
Caterpillar Inc MEM Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:35.94% (-2.16%)
Analysis last updated: Monday, November 3, 2025 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc MEM
paramt-stat
ω0.114111.93
α0.165343.61
β0.8069323.39
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts