CNH Industrial NV AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.78% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2929 | 12.40 | |
| 0.0943 | 24.56 | |
| 0.8332 | 137.41 | |
| 0.7274 | 13.18 |
Estimation Period:
Sep 30, 2013 to Feb 6, 2026
Sep 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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