Caterpillar Inc APARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
32.09%
increased by 0.92%
1 Week
32.25%
increased by 1.08%
1 Month
32.86%
increased by 1.69%
Analysis last updated: Monday, May 4, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 16.74 | |
| 0.0416 | 26.56 | |
| 0.9552 | 547.10 | |
| 0.6211 | 22.97 | |
| 0.8844 | 21.37 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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