Navigator Global Investments MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.40% (-8.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.3525 | 15.85 | |
| 0.1972 | 6.61 | |
| 0.1771 | 5.14 | |
| 6.6496 | 0.21 | |
| 0.2137 | 0.20 | |
| 0.1187 | 0.03 |
Estimation Period:
Apr 8, 2022 to Feb 6, 2026
Apr 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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