CNH Industrial NV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.84% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8600 | 9.25 | |
| 0.0498 | 3.73 | |
| 0.9194 | 46.84 | |
| -0.0027 | -0.48 |
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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