Northrop Grumman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.45% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 16.45 | |
| 0.0240 | 17.13 | |
| 0.9589 | 690.34 | |
| 0.0256 | 8.75 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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