CNH Industrial NV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.59% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8698 | 9.62 | |
| 0.0823 | 5.15 | |
| 0.8580 | 31.90 | |
| 0.0008 | 0.19 |
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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