CNH Industrial NV MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:65.62% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4067 | 5.71 | |
| 0.0760 | 9.59 | |
| 0.8549 | 61.31 |
Estimation Period:
Apr 19, 2018 to Feb 13, 2026
Apr 19, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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