Northrop Grumman Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.10% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 15.98 | |
| 0.1115 | 30.75 | |
| 0.9884 | 1,672.36 | |
| -0.0288 | -8.41 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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