V-Lab: Caterpillar Inc APARCH Volatility Analysis

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Caterpillar Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:31.85% (-0.03%)

Analysis last updated: Wednesday, November 5, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0277	16.82
$α$	0.0408	25.80
$β$	0.9557	540.55
$γ$	0.6509	23.03
$δ$	0.8914	21.72

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts