CNH Industrial NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.79% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8281 | 7.94 | |
| 0.0676 | 18.78 | |
| 0.9680 | 200.32 | |
| 5.9126 | 3.74 |
Estimation Period:
Sep 30, 2013 to Feb 13, 2026
Sep 30, 2013 to Feb 13, 2026
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