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	param	t-stat
$ω$	0.8854	7.97
$α$	0.0453	6.58
$β$	0.9312	96.43
$γ_{1}$	-0.0040	-2.69
$γ_{2}$	0.0090	3.37

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Caterpillar Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:39.22% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

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