CNH Industrial NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.63% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2135 | 11.28 | |
| 0.0365 | 7.36 | |
| 0.8872 | 176.59 | |
| 0.0605 | 5.05 |
Estimation Period:
Sep 30, 2013 to Feb 6, 2026
Sep 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CNH Industrial NV Analyses
Other GJR-GARCH Analyses on Equities