CNH Industrial NV AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
43.65%
decreased by 2.98%
1 Week
42.65%
decreased by 3.98%
1 Month
39.90%
decreased by 6.73%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2669 | 11.93 | |
| 0.0915 | 25.12 | |
| 0.8412 | 151.16 | |
| 0.8001 | 14.82 |
Estimation Period:
Sep 30, 2013 to Jun 5, 2026
Sep 30, 2013 to Jun 5, 2026
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