NIKE Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.43% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0169 | 8.65 | |
| 0.8091 | 117.80 | |
| 0.1459 | 24.88 | |
| 0.0081 | 2.03 | |
| 0.0112 | 4.17 | |
| 0.9870 | 304.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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