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	param	t-stat
$ω$	0.0474	14.43
$α$	0.0053	6.28
$β$	0.9597	727.62
$γ$	0.0481	17.65

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Caterpillar Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.22% (+0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses