Northrop Grumman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.90% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 16.46 | |
| 0.0241 | 17.12 | |
| 0.9588 | 689.82 | |
| 0.0255 | 8.74 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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