CNH Industrial NV AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:30.01% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2897 | 12.35 | |
| 0.0935 | 24.58 | |
| 0.8341 | 139.02 | |
| 0.7423 | 13.56 |
Estimation Period:
Sep 30, 2013 to Feb 13, 2026
Sep 30, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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