Caterpillar Inc MEM Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
40.79%
increased by 0.15%
1 Week
40.40%
decreased by 0.24%
1 Month
39.06%
decreased by 1.58%
Analysis last updated: Friday, June 5, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1095 | 11.71 | |
| 0.1619 | 43.77 | |
| 0.8118 | 332.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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