Nucor Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.71%
decreased by 0.47%
1 Week
28.87%
decreased by 0.31%
1 Month
29.50%
increased by 0.32%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 12.94 | |
| 0.0196 | 11.80 | |
| 0.9528 | 692.92 | |
| 0.0381 | 10.66 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Equities