CNH Industrial NV APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.58% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0997 | 6.33 | |
| 0.0113 | 0.00 | |
| 0.9573 | 237.08 | |
| 1.0000 | 0.00 | |
| 1.8322 | 17.03 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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