The Navigator Company Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.66% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1432 | 27.59 | |
| 0.5818 | 49.94 | |
| 0.1148 | 12.81 | |
| 0.0210 | 2.80 | |
| 0.0195 | 4.07 | |
| 0.9730 | 142.77 |
Estimation Period:
Jun 29, 1995 to Feb 13, 2026
Jun 29, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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