Northrop Grumman Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.87%
decreased by 0.49%
1 Week
28.89%
decreased by 0.47%
1 Month
28.98%
decreased by 0.38%
Analysis last updated: Saturday, June 13, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 16.25 | |
| 0.0237 | 17.40 | |
| 0.9597 | 704.66 | |
| 0.0248 | 8.64 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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