Northrop Grumman Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.09% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 12.05 | |
| 0.0473 | 30.67 | |
| 0.9452 | 574.24 | |
| 0.3797 | 6.87 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities