Northrop Grumman Corp Asy. MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.38%
decreased by 1.66%
1 Week
26.51%
decreased by 1.53%
1 Month
27.00%
decreased by 1.04%
Analysis last updated: Saturday, June 13, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 31.62 | |
| 0.1410 | 43.01 | |
| 0.8169 | 312.76 | |
| 0.0528 | 8.31 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other Asy. MEM Analyses on Equities