NIKE Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.85% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 7.66 | |
| 0.0742 | 20.18 | |
| 0.9886 | 1,079.25 | |
| -0.0521 | -22.25 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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