NIKE Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
37.83%
increased by 0.80%
1 Week
37.80%
increased by 0.77%
1 Month
37.67%
increased by 0.64%
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 | |
|---|---|---|
| 4.7773 | 3.36 | |
| 0.0494 | 44.20 | |
| 0.9945 | 623.14 | |
| 4.3592 | 13.74 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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