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Cnh Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, July 13, 2025 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cnh Co Ltd S0GARCH
paramt-stat
ω2.14045.27
α0.16396.48
β0.752617.28
γ10.08040.52
γ20.01370.05
γ3-0.1924-1.09
γ40.19501.35
γ5-0.1592-0.87
γ60.12760.59
γ7-0.1082-0.34
γ80.00680.02
γ90.23260.53
γ10-0.3484-0.97
Estimation Period:
Jan 19, 2001 to Jul 11, 2025
Impact of return on volatility tomorrow
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