Nava Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.87% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2146 | 9.51 | |
| 0.0830 | 15.51 | |
| 0.8942 | 167.54 | |
| 0.0077 | 0.83 |
Estimation Period:
Apr 11, 2007 to Feb 6, 2026
Apr 11, 2007 to Feb 6, 2026
News Impact Curve
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