Nucor Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.61%
decreased by 0.15%
1 Week
29.76%
increased by 0.00%
1 Month
30.32%
increased by 0.56%
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 | |
|---|---|---|
| 0.0478 | 12.97 | |
| 0.0196 | 11.81 | |
| 0.9527 | 692.39 | |
| 0.0380 | 10.64 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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