CNH Industrial NV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.40% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8791 | 6.91 | |
| 0.0315 | 2.23 | |
| 0.9285 | 31.23 | |
| -0.0063 | -0.36 |
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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