CNH Industrial NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.96% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8475 | 7.98 | |
| 0.0683 | 18.73 | |
| 0.9677 | 200.15 | |
| 5.9287 | 3.75 |
Estimation Period:
Sep 30, 2013 to Feb 6, 2026
Sep 30, 2013 to Feb 6, 2026
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