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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4567	7.47***
α ARCH Response to squared shocks	0.1261	7.94***
β GARCH Volatility persistence	0.8590	73.69***
γ leverage Additional response to negative shocks	-0.0627	-2.75***

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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