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V-Lab

Nava Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.77% (-0.27%)
Analysis last updated: Friday, February 6, 2026 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nava Limited SGARCH
paramt-stat
ω1.06264.01
α0.11315.26
β0.788120.10
γ1-0.7860-3.35
γ21.29234.18
γ3-0.8716-3.89
γ40.87543.03
γ5-0.9011-2.88
γ60.45901.67
γ70.10590.47
γ8-0.4336-2.41
γ90.44262.20
γ10-0.4140-1.28
Estimation Period:
Apr 11, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts