V-Lab
V-Lab
Caterpillar Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:29.54% (-0.10%)
Analysis last updated: Tuesday, March 18, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc AGARCH
paramt-stat
ω0.039511.04
α0.040733.23
β0.9410548.69
γ0.938223.63
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts