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	param	t-stat
$m$	121
$α$	0.0009	0.92
$β$	0.9492	451.78
$γ$	0.0579	22.25
$λ_{1}$	0.0087	4.05
$λ_{2}$	0.0078	4.75
$λ_{3}$	0.9902	469.49

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Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:30.56% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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