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V-Lab
CNH Global NV Asy. MEM Volatility Analysis
Volatility Prediction for Monday, September 30th, 2013:27.20% (+1.62%)

Analysis last updated: Friday, April 29, 2016 at 06:32 AM UTC

Date Range:

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graph of CNH Global NV AMEM
paramt-stat
ω0.116120.75
α0.092921.66
β0.8729292.52
γ0.04976.87
Estimation Period:
Nov 4, 1996 to Sep 27, 2013
Impact of return on volatility tomorrow
Volatility Forecasts