NOV Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.57% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 10.76 | |
| 0.0254 | 18.10 | |
| 0.9505 | 588.16 | |
| 0.0384 | 10.15 |
Estimation Period:
Oct 29, 1996 to Feb 6, 2026
Oct 29, 1996 to Feb 6, 2026
News Impact Curve
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