Northrop Grumman Corp MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.29%
decreased by 1.78%
1 Week
26.39%
decreased by 1.68%
1 Month
26.78%
decreased by 1.29%
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 | |
|---|---|---|
| 0.0568 | 11.06 | |
| 0.1677 | 47.98 | |
| 0.8158 | 301.48 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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