NiSource Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.91% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 14.88 | |
| 0.0448 | 17.70 | |
| 0.9090 | 413.16 | |
| 0.0566 | 8.70 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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