Lockheed Martin Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
23.34%
increased by 0.62%
1 Week
23.50%
increased by 0.78%
1 Month
24.05%
increased by 1.33%
Analysis last updated: Friday, May 22, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 15.41 | |
| 0.0635 | 14.08 | |
| 0.9041 | 252.12 | |
| 0.0225 | 2.80 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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