V-Lab
V-Lab
CNH Global NV EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 17th, 2013:22.55% (-0.61%)

Analysis last updated: Monday, March 1, 2021 at 07:05 PM UTC

Date Range:

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graph of CNH Global NV EGARCH
paramt-stat
ω0.096322.91
α0.152025.20
β0.9620752.70
γ-0.0625-11.77
Estimation Period:
Nov 4, 1996 to Oct 16, 2013
Impact of return on volatility tomorrow
Volatility Forecasts