CNH Industrial NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:34.50% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0383 | 9.48 | |
| 0.8586 | 94.06 | |
| 0.0692 | 12.48 | |
| 0.0816 | 1.29 | |
| 0.0217 | 1.46 | |
| 0.9614 | 34.35 |
Estimation Period:
Sep 30, 2013 to Feb 27, 2026
Sep 30, 2013 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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