Nucor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.06% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 12.79 | |
| 0.0194 | 11.66 | |
| 0.9525 | 688.24 | |
| 0.0389 | 10.85 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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