NOV Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.47% (+0.84%)
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
Volatility Forecasts
Other GJR-GARCH Analyses on Equities