NX Filtration N.V. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.65% (-12.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6288 | 19.60 | |
| 0.2841 | 22.79 | |
| 0.4612 | 36.42 | |
| -0.2999 | -2.18 |
Estimation Period:
Jun 15, 2021 to Feb 6, 2026
Jun 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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