NiSource Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.60% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 7.69 | |
| 0.1515 | 38.12 | |
| 0.9789 | 767.80 | |
| -0.0462 | -11.80 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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