Navf PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.81% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2623 | 19.28 | |
| 0.1969 | 10.02 | |
| 0.5434 | 32.41 | |
| 0.1615 | 4.24 |
Estimation Period:
Feb 21, 2020 to Feb 6, 2026
Feb 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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