Navient Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.91% (-4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3650 | 13.89 | |
| 0.0209 | 5.51 | |
| 0.8657 | 144.15 | |
| 0.0975 | 10.57 |
Estimation Period:
Apr 18, 2014 to Feb 6, 2026
Apr 18, 2014 to Feb 6, 2026
News Impact Curve
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