NX Filtration N.V. GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
85.53%
decreased by 4.88%
1 Week
83.24%
decreased by 7.17%
1 Month
75.85%
decreased by 14.56%
Analysis last updated: Tuesday, June 23, 2026 at 06:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4357 | 7.19 | |
| 0.1256 | 7.63 | |
| 0.8627 | 74.63 | |
| -0.0617 | -2.61 |
Estimation Period:
Jun 15, 2021 to Jun 19, 2026
Jun 15, 2021 to Jun 19, 2026
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