V-Lab
V-Lab
Northrop Grumman Corp APARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:19.54% (+0.53%)

Analysis last updated: Wednesday, May 15, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Northrop Grumman Corp APARCH
paramt-stat
ω0.031923.16
α0.072129.61
β0.9279403.24
γ0.286810.64
δ0.971920.29
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts