V-Lab
Navitas Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 25th, 2019:25.48% (-0.02%)
Analysis last updated: Monday, March 1, 2021 at 07:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0749 | 16.39 | |
| 0.1435 | 20.29 | |
| 0.5819 | 31.01 |
Estimation Period:
Dec 15, 2004 to Jun 21, 2019
Dec 15, 2004 to Jun 21, 2019