NIKE Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.54% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0168 | 8.61 | |
| 0.8092 | 117.84 | |
| 0.1459 | 24.89 | |
| 0.0082 | 2.04 | |
| 0.0112 | 4.16 | |
| 0.9869 | 303.39 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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