CNH Industrial NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.16% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0066 | 2.10 | |
| 0.9255 | 139.36 | |
| 0.0628 | 9.97 | |
| 0.0612 | 0.83 | |
| 0.0086 | 0.84 | |
| 0.9781 | 37.23 |
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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