CNH Industrial NV GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
39.24%
decreased by 1.51%
1 Week
38.90%
decreased by 1.85%
1 Month
37.84%
decreased by 2.91%
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 | |
|---|---|---|
| 0.1911 | 10.99 | |
| 0.0320 | 7.39 | |
| 0.8970 | 204.71 | |
| 0.0615 | 5.57 |
Estimation Period:
Sep 30, 2013 to Jun 5, 2026
Sep 30, 2013 to Jun 5, 2026
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