Semtech Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.12% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 4.89 | |
| 0.0161 | 11.79 | |
| 0.9651 | 864.00 | |
| 0.0297 | 9.58 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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