V-Lab
V-Lab
Northrop Grumman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:19.28% (-0.29%)

Analysis last updated: Tuesday, April 30, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Northrop Grumman Corp GJR-GARCH
paramt-stat
ω0.017516.94
α0.026517.95
β0.9567661.18
γ0.02468.05
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts