Napier Port Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.15% (+12.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7821 | 14.50 | |
| 0.2118 | 14.91 | |
| 0.5338 | 20.99 |
Estimation Period:
Aug 20, 2019 to Feb 5, 2026
Aug 20, 2019 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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