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	param	t-stat
$ω$	0.8828	5.41
$α$	0.0433	6.62
$β$	0.9345	100.41
$γ_{1}$	-0.0034	-0.46
$γ_{2}$	-0.0024	-0.24
$γ_{3}$	0.0151	2.64
$γ_{4}$	-0.0136	-3.33

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Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

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Volatility Forecast

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