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	param	t-stat
$ω$	0.8842	5.38
$α$	0.0430	6.63
$β$	0.9353	101.74
$γ_{1}$	-0.0033	-0.45
$γ_{2}$	-0.0025	-0.24
$γ_{3}$	0.0152	2.64
$γ_{4}$	-0.0138	-3.37

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Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

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Volatility Forecast

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