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	param	t-stat
$ω$	0.0474	14.46
$α$	0.0055	6.53
$β$	0.9596	725.31
$γ$	0.0479	17.54

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Caterpillar Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:31.22% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses