NiSource Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
18.57%
decreased by 0.55%
1 Week
18.71%
decreased by 0.41%
1 Month
19.20%
increased by 0.08%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 14.94 | |
| 0.0437 | 17.52 | |
| 0.9105 | 420.93 | |
| 0.0561 | 8.85 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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