CNH Global NV GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 9.78 | |
| 0.0245 | 22.20 | |
| 0.9733 | 903.73 |
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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