Northrop Grumman Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.71% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 15.28 | |
| 0.0406 | 28.65 | |
| 0.9548 | 617.97 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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