CNH Industrial NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.51% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2114 | 11.27 | |
| 0.0359 | 7.39 | |
| 0.8882 | 179.26 | |
| 0.0603 | 5.07 |
Estimation Period:
Sep 30, 2013 to Feb 20, 2026
Sep 30, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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