Lockheed Martin Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
27.19%
decreased by 0.75%
1 Week
27.18%
decreased by 0.76%
1 Month
27.15%
decreased by 0.79%
Analysis last updated: Tuesday, June 16, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 15.40 | |
| 0.0633 | 14.09 | |
| 0.9045 | 253.35 | |
| 0.0224 | 2.81 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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