NOV Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
40.27%
decreased by 0.83%
1 Week
40.39%
decreased by 0.71%
1 Month
40.86%
decreased by 0.24%
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 | |
|---|---|---|
| 0.0511 | 10.77 | |
| 0.0250 | 17.98 | |
| 0.9512 | 596.00 | |
| 0.0378 | 10.18 |
Estimation Period:
Oct 29, 1996 to Jun 12, 2026
Oct 29, 1996 to Jun 12, 2026
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