Northrop Grumman Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
30.10%
decreased by 0.47%
1 Week
30.12%
decreased by 0.45%
1 Month
30.16%
decreased by 0.41%
Analysis last updated: Monday, June 8, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 16.21 | |
| 0.0236 | 17.38 | |
| 0.9598 | 705.72 | |
| 0.0249 | 8.68 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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