NN Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:54.87% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1086 | 9.41 | |
| 0.0089 | 7.97 | |
| 0.9670 | 835.80 | |
| 0.0327 | 11.52 |
Estimation Period:
Mar 15, 1994 to Feb 13, 2026
Mar 15, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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