Nava Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.77% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0626 | 4.01 | |
| 0.1131 | 5.26 | |
| 0.7881 | 20.10 | |
| -0.7860 | -3.35 | |
| 1.2923 | 4.18 | |
| -0.8716 | -3.89 | |
| 0.8754 | 3.03 | |
| -0.9011 | -2.88 | |
| 0.4590 | 1.67 | |
| 0.1059 | 0.47 | |
| -0.4336 | -2.41 | |
| 0.4426 | 2.20 | |
| -0.4140 | -1.28 |
Estimation Period:
Apr 11, 2007 to Jan 30, 2026
Apr 11, 2007 to Jan 30, 2026
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