Caterpillar Inc APARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
36.09%
increased by 2.66%
1 Week
36.16%
increased by 2.73%
1 Month
36.41%
increased by 2.98%
Analysis last updated: Friday, May 15, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 16.71 | |
| 0.0417 | 26.63 | |
| 0.9551 | 546.73 | |
| 0.6155 | 22.96 | |
| 0.8831 | 21.28 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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