NIKE Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
37.80%
increased by 1.26%
1 Week
37.90%
increased by 1.36%
1 Month
38.27%
increased by 1.73%
Analysis last updated: Saturday, June 13, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 7.21 | |
| 0.0716 | 19.93 | |
| 0.9891 | 1,060.14 | |
| -0.0517 | -22.74 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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