Northrop Grumman Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.98% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 16.01 | |
| 0.1117 | 30.73 | |
| 0.9883 | 1,672.33 | |
| -0.0288 | -8.39 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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