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Caterpillar Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:33.16% (+0.91%)
Analysis last updated: Wednesday, December 17, 2025 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc AGARCH
paramt-stat
ω0.047312.01
α0.042733.63
β0.9369519.64
γ0.933523.10
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts