NIKE Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
42.81%
increased by 0.19%
1 Week
42.76%
increased by 0.14%
1 Month
42.56%
decreased by 0.06%
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 | |
|---|---|---|
| 0.0319 | 11.79 | |
| 0.0026 | 2.50 | |
| 0.9673 | 736.15 | |
| 0.0491 | 23.96 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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