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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0680	26.26***
α ARCH Response to squared shocks	0.1782	74.56***
β GARCH Volatility persistence	0.7987	293.10***
γ leverage Additional response to negative shocks	0.1054	19.82***
δ power Transformation power	0.9045	20.79***

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Caterpillar Inc Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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