NIKE Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
39.18%
decreased by 0.81%
1 Week
40.06%
increased by 0.07%
1 Month
42.22%
increased by 2.23%
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 | |
|---|---|---|
| 66 | ||
| 0.0187 | 9.20 | |
| 0.8035 | 114.97 | |
| 0.1424 | 24.18 | |
| 0.0074 | 1.81 | |
| 0.0112 | 4.12 | |
| 0.9871 | 302.43 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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