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V-Lab

Cnh Co Ltd 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 SGARCH
paramt-stat
ω2.21655.28
α0.17796.03
β0.743818.19
γ10.10410.88
γ2-0.0698-0.35
γ3-0.0545-0.32
γ40.00530.03
γ50.11840.65
γ6-0.2652-0.92
γ70.39621.25
γ8-0.6393-2.65
γ91.30773.85
Estimation Period:
Jan 19, 2001 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts