NX Filtration N.V. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.83% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2486 | 6.63 | |
| 0.1003 | 7.06 | |
| 0.8934 | 109.76 | |
| -0.0365 | -1.83 |
Estimation Period:
Jun 15, 2021 to Feb 13, 2026
Jun 15, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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