Nava Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.83% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0862 | 4.07 | |
| 0.1140 | 5.31 | |
| 0.7881 | 20.25 | |
| -0.7551 | -3.20 | |
| 1.2416 | 3.99 | |
| -0.8356 | -3.70 | |
| 0.8472 | 2.92 | |
| -0.8832 | -2.81 | |
| 0.4547 | 1.64 | |
| 0.0913 | 0.40 | |
| -0.3861 | -2.20 | |
| 0.3239 | 2.04 | |
| -0.1043 | -0.85 |
Estimation Period:
Apr 11, 2007 to Feb 6, 2026
Apr 11, 2007 to Feb 6, 2026
News Impact Curve
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