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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4442	7.37***
α ARCH Response to squared shocks	0.1240	7.89***
β GARCH Volatility persistence	0.8619	74.77***
γ leverage Additional response to negative shocks	-0.0608	-2.69***

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NX Filtration N.V. GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NX Filtration N.V. Analyses