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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1097	34.77***
α ARCH Response to squared shocks	0.1284	39.97***
β GARCH Volatility persistence	0.8162	337.56***
γ leverage Additional response to negative shocks	0.0592	9.87***

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Caterpillar Inc Asy. MEM Volatility Analysis

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