Cnh Industrial Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.37% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1461 | 10.39 | |
| 0.0309 | 6.94 | |
| 0.9347 | 253.85 | |
| 0.0195 | 2.35 |
Estimation Period:
Oct 4, 2013 to Feb 13, 2026
Oct 4, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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