V-Lab
V-Lab
CNH Global NV APARCH Volatility Analysis
Volatility Prediction for Thursday, October 17th, 2013:25.88% (-0.36%)

Analysis last updated: Friday, April 29, 2016 at 06:15 AM UTC

Date Range:

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graph of CNH Global NV APARCH
paramt-stat
ω0.022813.49
α0.027216.79
β0.9728611.07
γ0.837914.45
δ0.954824.95
Estimation Period:
Nov 4, 1996 to Oct 16, 2013
Impact of return on volatility tomorrow
Volatility Forecasts