NiSource Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.91% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 7.91 | |
| 0.1518 | 38.16 | |
| 0.9789 | 776.91 | |
| -0.0453 | -11.54 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities