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V-Lab
Caterpillar Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:29.71% (-0.46%)
Analysis last updated: Monday, October 20, 2025 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc GARCH
paramt-stat
ω0.053617.28
α0.037927.93
β0.9486529.34
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts