NiSource Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.71% (+6.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 14.76 | |
| 0.0439 | 17.58 | |
| 0.9096 | 416.69 | |
| 0.0574 | 8.91 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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