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Caterpillar Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:37.38% (-1.03%)
Analysis last updated: Wednesday, November 12, 2025 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc AGARCH
paramt-stat
ω0.047712.00
α0.043133.63
β0.9363515.04
γ0.933623.14
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts