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Caterpillar Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:24.11% (+1.24%)
Analysis last updated: Friday, October 10, 2025 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc EGARCH
paramt-stat
ω0.02267.68
α0.070224.96
β0.9864918.40
γ-0.0472-18.89
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts