CNH Industrial NV EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.28% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 4.92 | |
| 0.1013 | 16.87 | |
| 0.9689 | 245.90 | |
| -0.0611 | -6.72 |
Estimation Period:
Sep 30, 2013 to Feb 13, 2026
Sep 30, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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