Nordic Semiconductor GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.00%
decreased by 0.34%
1 Week
42.84%
increased by 0.50%
1 Month
45.50%
increased by 3.16%
Analysis last updated: Thursday, May 21, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3411 | 13.30 | |
| 0.0206 | 7.40 | |
| 0.9248 | 303.42 | |
| 0.0527 | 8.67 |
Estimation Period:
Aug 22, 2000 to May 15, 2026
Aug 22, 2000 to May 15, 2026
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