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V-Lab
CNH Global NV AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 17th, 2013:27.27% (-0.16%)

Analysis last updated: Friday, April 29, 2016 at 06:49 AM UTC

Date Range:

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graph of CNH Global NV AGARCH
paramt-stat
ω-0.0365-2.49
α0.020617.38
β0.9753819.58
γ1.930210.78
Estimation Period:
Nov 4, 1996 to Oct 16, 2013
Impact of return on volatility tomorrow
Volatility Forecasts