Northwest Natural Gas Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.46% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 25.90 | |
| 0.0650 | 20.00 | |
| 0.8958 | 362.24 | |
| 0.0324 | 5.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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