Northrop Grumman Corp MEM Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
26.67%
increased by 1.21%
1 Week
26.76%
increased by 1.30%
1 Month
27.09%
increased by 1.63%
Analysis last updated: Monday, June 8, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 11.06 | |
| 0.1677 | 47.99 | |
| 0.8158 | 301.24 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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