Navigator Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.81% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5301 | 2.41 | |
| 0.0947 | 3.46 | |
| 0.7481 | 11.92 | |
| 1.0339 | 1.74 | |
| -0.8122 | -1.03 | |
| -0.1650 | -0.29 | |
| -1.0311 | -1.40 | |
| 2.4203 | 3.00 | |
| -2.4093 | -3.79 | |
| 1.2648 | 2.71 | |
| -0.7401 | -1.82 | |
| 0.9860 | 2.91 | |
| -0.6974 | -3.09 |
Estimation Period:
Jan 15, 2007 to Feb 6, 2026
Jan 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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