Northrop Grumman Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:30.77% (+5.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0431 | 16.17 | |
| 0.8124 | 93.08 | |
| 0.0795 | 14.20 | |
| 0.0095 | 1.68 | |
| 0.0220 | 2.65 | |
| 0.9747 | 96.82 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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