CNH Industrial NV AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.33% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1942 | 7.33 | |
| 0.0406 | 13.48 | |
| 0.9076 | 137.09 | |
| 1.1921 | 6.38 |
Estimation Period:
Oct 4, 2017 to Feb 13, 2026
Oct 4, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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