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	param	t-stat
$ω$	0.0472	14.34
$α$	0.0049	5.82
$β$	0.9601	730.63
$γ$	0.0482	17.79

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Caterpillar Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 26th, 2025:32.30% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses