Northrop Grumman Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
28.20%
decreased by 0.39%
1 Week
28.38%
decreased by 0.21%
1 Month
29.08%
increased by 0.49%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 15.97 | |
| 0.1102 | 30.67 | |
| 0.9885 | 1,689.80 | |
| -0.0282 | -8.36 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other EGARCH Analyses on Equities