Navigator Global Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.74% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1403 | 9.46 | |
| 0.0221 | 12.41 | |
| 0.9432 | 282.49 | |
| 0.0510 | 9.81 |
Estimation Period:
Apr 28, 2006 to Feb 13, 2026
Apr 28, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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