NIKE Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
43.34%
decreased by 0.55%
1 Week
43.28%
decreased by 0.61%
1 Month
43.07%
decreased by 0.82%
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 | |
|---|---|---|
| 0.0319 | 11.79 | |
| 0.0026 | 2.50 | |
| 0.9673 | 735.02 | |
| 0.0491 | 23.95 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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