CNH Industrial NV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.24% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 5.03 | |
| 0.1296 | 19.20 | |
| 0.9654 | 226.94 | |
| -0.0569 | -7.44 |
Estimation Period:
Sep 30, 2013 to Feb 6, 2026
Sep 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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