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V-Lab

The Navigator Company Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.18% (-1.08%)
Analysis last updated: Sunday, February 8, 2026 at 03:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of The Navigator Company Sa S0GARCH
paramt-stat
ω0.68635.19
α0.19589.39
β0.646320.00
γ1-0.0739-1.31
γ2-0.0006-0.01
γ30.19944.07
γ4-0.2018-4.16
γ50.10672.33
γ6-0.0501-1.18
γ70.04721.20
γ8-0.0726-2.08
γ90.07362.86
Estimation Period:
Jun 29, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts