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	param	t-stat
$ω$	0.8830	5.40
$α$	0.0431	6.61
$β$	0.9349	101.01
$γ_{1}$	-0.0033	-0.45
$γ_{2}$	-0.0024	-0.24
$γ_{3}$	0.0151	2.64
$γ_{4}$	-0.0136	-3.35

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Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

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Volatility Forecast

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