CNH Industrial NV EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.65% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 2.53 | |
| 0.0497 | 6.79 | |
| 0.9749 | 168.41 | |
| -0.0494 | -5.73 |
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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