NXP Semiconductors NV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.35% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0178 | 3.82 | |
| 0.0929 | 5.12 | |
| 0.8656 | 30.80 | |
| -0.6728 | -1.66 | |
| 0.6872 | 1.05 | |
| 0.6482 | 1.07 | |
| -2.2342 | -3.85 | |
| 3.6314 | 9.18 | |
| -3.5314 | -7.42 | |
| 2.3758 | 4.04 | |
| -1.5692 | -3.13 | |
| 1.0699 | 2.65 | |
| -0.4660 | -0.69 |
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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