Nucor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.51% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 12.80 | |
| 0.0194 | 11.66 | |
| 0.9524 | 686.20 | |
| 0.0389 | 10.84 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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