V-Lab
V-Lab
Caterpillar Inc APARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:23.11% (-0.44%)
Analysis last updated: Tuesday, July 1, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc APARCH
paramt-stat
ω0.026117.14
α0.037926.62
β0.9589607.26
γ0.710125.59
δ0.921623.17
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts