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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0243	9.20***
α ARCH Response to squared shocks	0.0783	25.77***
β GARCH Volatility persistence	0.9858	952.44***
γ leverage Additional response to negative shocks	-0.0434	-16.59***

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Caterpillar Inc EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caterpillar Inc Analyses