Navitas Semiconductor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:128.66% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 2.36 | |
| 0.0657 | 6.81 | |
| 0.9503 | 139.52 | |
| -0.0319 | -2.91 |
Estimation Period:
Dec 3, 2020 to Feb 6, 2026
Dec 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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