NiSource Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.32%
decreased by 0.51%
1 Week
21.36%
decreased by 0.47%
1 Month
21.47%
decreased by 0.36%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 14.93 | |
| 0.0438 | 17.53 | |
| 0.9104 | 420.70 | |
| 0.0562 | 8.86 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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