TomTom NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.54% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3865 | 12.36 | |
| 0.0286 | 9.26 | |
| 0.9062 | 172.32 | |
| 0.0429 | 7.18 |
Estimation Period:
May 27, 2005 to Feb 6, 2026
May 27, 2005 to Feb 6, 2026
News Impact Curve
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