NiSource Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.37% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 14.68 | |
| 0.0439 | 17.59 | |
| 0.9095 | 417.03 | |
| 0.0577 | 8.95 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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