NIKE Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.61% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 13.01 | |
| 0.0030 | 2.83 | |
| 0.9649 | 702.75 | |
| 0.0521 | 23.71 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities