CNH Global NV APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 13.49 | |
| 0.0272 | 16.79 | |
| 0.9728 | 611.07 | |
| 0.8379 | 14.45 | |
| 0.9548 | 24.95 |
Estimation Period:
Nov 4, 1996 to Oct 16, 2013
Nov 4, 1996 to Oct 16, 2013
News Impact Curve
Volatility Forecasts
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