V-Lab
V-Lab
CNH Global NV MEM Volatility Analysis
Volatility Prediction for Monday, September 30th, 2013:26.87% (+1.32%)

Analysis last updated: Friday, November 20, 2015 at 07:00 PM UTC

Date Range:

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graph of CNH Global NV MEM
paramt-stat
ω0.12086.91
α0.132732.16
β0.8593252.43
Estimation Period:
Nov 4, 1996 to Sep 27, 2013
Impact of return on volatility tomorrow
Volatility Forecasts