NIKE Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.34% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 12.98 | |
| 0.0030 | 2.80 | |
| 0.9650 | 704.36 | |
| 0.0521 | 23.76 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities