Navigator Global Investments GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.62% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9487 | 18.54 | |
| 0.3491 | 8.75 | |
| 0.1777 | 5.40 | |
| -0.0136 | -0.19 |
Estimation Period:
Apr 8, 2022 to Feb 13, 2026
Apr 8, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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