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	param	t-stat
$ω$	0.8851	7.96
$α$	0.0456	6.59
$β$	0.9308	95.97
$γ_{1}$	-0.0040	-2.70
$γ_{2}$	0.0091	3.39

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Caterpillar Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:43.25% (+5.89%)

Date Range:

Parameter Estimates

News Impact Curve

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