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	param	t-stat
$ω$	0.0475	14.45
$α$	0.0054	6.47
$β$	0.9596	726.41
$γ$	0.0481	17.61

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Caterpillar Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:35.41% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses