The Navigator Company Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6264 | 6.26 | |
| 0.1940 | 9.64 | |
| 0.6711 | 22.91 | |
| -0.1126 | -5.33 | |
| 0.1724 | 5.59 | |
| -0.0867 | -4.25 | |
| 0.0364 | 1.94 | |
| -0.0133 | -0.69 | |
| -0.0198 | -0.66 |
Estimation Period:
Jun 29, 1995 to Feb 6, 2026
Jun 29, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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