DuPont de Nemours Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
37.96%
decreased by 0.61%
1 Week
37.94%
decreased by 0.63%
1 Month
37.86%
decreased by 0.71%
Analysis last updated: Friday, June 12, 2026 at 11:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0682 | 11.37 | |
| 0.0218 | 8.27 | |
| 0.9244 | 443.99 | |
| 0.0826 | 12.87 |
Estimation Period:
Jan 1, 1998 to Jun 12, 2026
Jan 1, 1998 to Jun 12, 2026
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