V-Lab
V-Lab
Northrop Grumman Corp Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.69% (-1.89%)

Analysis last updated: Tuesday, April 30, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Northrop Grumman Corp AMEM
paramt-stat
ω0.053330.08
α0.136641.40
β0.8228312.38
γ0.05318.23
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts