V-Lab
V-Lab
Caterpillar Inc MEM Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:28.85% (-0.82%)
Analysis last updated: Friday, September 19, 2025 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc MEM
paramt-stat
ω0.115912.00
α0.167043.73
β0.8046322.74
Estimation Period:
Jan 2, 1990 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts