Northrop Grumman Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.91% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0432 | 16.15 | |
| 0.8119 | 92.79 | |
| 0.0796 | 14.20 | |
| 0.0096 | 1.68 | |
| 0.0221 | 2.64 | |
| 0.9747 | 96.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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