Cnh Industrial Nv GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.35% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0928 | 5.39 | |
| 0.0572 | 12.84 | |
| 0.9715 | 162.24 | |
| 4.8564 | 3.89 |
Estimation Period:
Oct 4, 2013 to Feb 13, 2026
Oct 4, 2013 to Feb 13, 2026
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