V-Lab
V-Lab
Northrop Grumman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:17.64% (-0.24%)

Analysis last updated: Wednesday, April 17, 2024 at 10:13 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
β0.9566658.33
γ0.02468.02
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts