CNH Industrial NV EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
38.03%
decreased by 1.73%
1 Week
37.94%
decreased by 1.82%
1 Month
37.66%
decreased by 2.10%
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 | |
|---|---|---|
| 0.0529 | 4.71 | |
| 0.1236 | 19.24 | |
| 0.9683 | 236.81 | |
| -0.0581 | -7.93 |
Estimation Period:
Sep 30, 2013 to Jun 5, 2026
Sep 30, 2013 to Jun 5, 2026
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