Navitas Petroleum GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.88% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2787 | 11.84 | |
| 0.0373 | 6.85 | |
| 0.8810 | 157.60 | |
| 0.0780 | 5.60 |
Estimation Period:
Oct 3, 2017 to Feb 13, 2026
Oct 3, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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