Navf PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.46% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 12.88 | |
| 0.3974 | 23.80 | |
| 0.8414 | 106.71 | |
| -0.0680 | -4.33 |
Estimation Period:
Feb 21, 2020 to Feb 6, 2026
Feb 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Closed-end Funds