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	param	t-stat
$ω$	0.9291	5.91
$α$	0.0497	6.39
$β$	0.9091	62.78
$γ_{1}$	0.0197	0.71
$γ_{2}$	-0.0233	-0.55
$γ_{3}$	-0.0260	-0.81
$γ_{4}$	0.0710	2.13
$γ_{5}$	-0.0907	-3.14
$γ_{6}$	0.1017	4.04
$γ_{7}$	-0.0749	-3.14
$γ_{8}$	0.0227	1.25

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Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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