Northrop Grumman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.64% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 16.46 | |
| 0.0241 | 17.16 | |
| 0.9589 | 690.33 | |
| 0.0255 | 8.73 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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