V-Lab
V-Lab
Northrop Grumman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.11% (+1.17%)

Analysis last updated: Thursday, April 25, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Northrop Grumman Corp GJR-GARCH
paramt-stat
ω0.017516.93
α0.026717.95
β0.9566659.26
γ0.02468.02
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts