CNH Industrial NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.32% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1098 | 6.07 | |
| 0.0000 | 0.00 | |
| 0.9584 | 250.69 | |
| 0.0357 | 6.13 |
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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