Northrop Grumman Corp GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
27.02%
decreased by 0.26%
1 Week
27.05%
decreased by 0.23%
1 Month
27.19%
decreased by 0.09%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 15.02 | |
| 0.0394 | 28.65 | |
| 0.9561 | 634.47 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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