ON Semiconductor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.88% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1591 | 11.31 | |
| 0.0198 | 8.34 | |
| 0.9382 | 451.28 | |
| 0.0640 | 15.36 |
Estimation Period:
Apr 28, 2000 to Feb 6, 2026
Apr 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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