NOV Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.33% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 10.76 | |
| 0.0254 | 18.09 | |
| 0.9505 | 589.29 | |
| 0.0385 | 10.18 |
Estimation Period:
Oct 29, 1996 to Feb 20, 2026
Oct 29, 1996 to Feb 20, 2026
News Impact Curve
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