CNH Industrial NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.81% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0391 | 9.37 | |
| 0.8568 | 92.97 | |
| 0.0698 | 12.34 | |
| 0.0819 | 1.30 | |
| 0.0219 | 1.47 | |
| 0.9612 | 34.37 |
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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