Navient Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.29% (-4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4438 | 5.40 | |
| 0.0983 | 4.90 | |
| 0.7629 | 14.97 | |
| -0.2439 | -2.84 | |
| 0.3493 | 2.81 | |
| -0.2492 | -2.99 | |
| 0.4305 | 3.04 |
Estimation Period:
Apr 18, 2014 to Feb 6, 2026
Apr 18, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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