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	param	t-stat
$ω$	0.0471	14.37
$α$	0.0049	5.91
$β$	0.9600	731.74
$γ$	0.0481	17.77

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Caterpillar Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 3rd, 2026:31.50% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses