CNH Industrial NV EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.15% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 4.93 | |
| 0.1283 | 19.10 | |
| 0.9657 | 226.38 | |
| -0.0574 | -7.55 |
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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