Navigator Global Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.33% (+6.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5329 | 4.55 | |
| 0.1697 | 5.07 | |
| 0.6643 | 9.65 | |
| 0.1850 | 0.68 | |
| -0.7189 | -1.68 | |
| 0.8870 | 3.07 | |
| -0.6030 | -2.88 | |
| 0.3686 | 2.18 | |
| 0.0992 | 0.60 | |
| -0.4970 | -2.13 | |
| 0.3226 | 1.21 | |
| 0.0145 | 0.07 | |
| -0.0682 | -0.55 |
Estimation Period:
Apr 28, 2006 to Feb 6, 2026
Apr 28, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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