CNH Industrial NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.12% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 9.39 | |
| 0.0093 | 3.20 | |
| 0.9371 | 271.62 | |
| 0.0543 | 7.21 |
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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