V-Lab
V-Lab
Caterpillar Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:43.59% (-1.09%)
Analysis last updated: Thursday, April 17, 2025 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc EGARCH
paramt-stat
ω0.02227.65
α0.069724.70
β0.9867932.62
γ-0.0466-18.65
Estimation Period:
Jan 2, 1990 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts