V-Lab
V-Lab
Caterpillar Inc APARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:44.50% (-0.21%)
Analysis last updated: Wednesday, April 16, 2025 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc APARCH
paramt-stat
ω0.025817.07
α0.037526.34
β0.9594610.27
γ0.710525.41
δ0.933523.36
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts