V-Lab
Navios Maritime Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 14th, 2023:24.30% (0.00%)
Analysis last updated: Wednesday, December 13, 2023 at 11:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1342 | 12.85 | |
| 0.0754 | 16.62 | |
| 0.9045 | 361.22 | |
| 0.0402 | 4.68 |
Estimation Period:
Jan 6, 2005 to Dec 8, 2023
Jan 6, 2005 to Dec 8, 2023
News Impact Curve
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