CNH Industrial NV GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
44.74%
decreased by 2.27%
1 Week
43.93%
decreased by 3.08%
1 Month
41.44%
decreased by 5.57%
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 | |
|---|---|---|
| 0.2311 | 13.27 | |
| 0.0755 | 20.93 | |
| 0.8766 | 149.18 |
Estimation Period:
Sep 30, 2013 to Jun 5, 2026
Sep 30, 2013 to Jun 5, 2026
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