CNH Industrial NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.64% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4977 | 3.05 | |
| 0.0539 | 8.63 | |
| 0.9657 | 81.85 | |
| 3.3655 | 4.69 |
Estimation Period:
Oct 4, 2017 to Feb 20, 2026
Oct 4, 2017 to Feb 20, 2026
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