V-Lab: Caterpillar Inc MEM Volatility Analysis

V-Lab

Caterpillar Inc MEM Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:23.56% (-1.16%)

Analysis last updated: Thursday, July 3, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1168	12.01
$α$	0.1683	43.74
$β$	0.8032	320.25

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts