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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0451	11.97***
α ARCH Response to squared shocks	0.0423	34.16***
β GARCH Volatility persistence	0.9391	540.32***
γ leverage Additional response to negative shocks	0.8972	22.38***

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Caterpillar Inc AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caterpillar Inc Analyses