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	param	t-stat
$ω$	0.0471	14.36
$α$	0.0049	5.86
$β$	0.9601	732.34
$γ$	0.0481	17.78

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Caterpillar Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:30.67% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses