MDU Resources Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.70%
increased by 0.12%
1 Week
21.76%
increased by 0.18%
1 Month
21.96%
increased by 0.38%
Analysis last updated: Monday, June 8, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 18.16 | |
| 0.0323 | 18.53 | |
| 0.9436 | 673.51 | |
| 0.0343 | 9.96 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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