V-Lab: Caterpillar Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Caterpillar Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:28.08% (-0.09%)

Analysis last updated: Monday, January 13, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0256	16.78
$α$	0.0383	26.57
$β$	0.9587	598.41
$γ$	0.6823	25.24
$δ$	0.9069	22.24

Estimation Period:
Jan 2, 1990 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts