NXP Semiconductors NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.66% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 6.58 | |
| 0.0268 | 10.07 | |
| 0.9401 | 409.97 | |
| 0.0662 | 9.86 |
Estimation Period:
Aug 6, 2010 to Feb 6, 2026
Aug 6, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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