Northrop Grumman Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.04%
decreased by 1.25%
1 Week
27.07%
decreased by 1.22%
1 Month
27.17%
decreased by 1.12%
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 | |
|---|---|---|
| 3.2551 | 3.64 | |
| 0.0586 | 36.73 | |
| 0.9919 | 458.37 | |
| 4.5637 | 10.55 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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