CNH Industrial NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.53% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7134 | 5.79 | |
| 0.0558 | 14.72 | |
| 0.9718 | 162.29 | |
| 5.2253 | 3.52 |
Estimation Period:
Sep 30, 2013 to Feb 13, 2026
Sep 30, 2013 to Feb 13, 2026
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