V-Lab: Navios Maritime Holdings Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Navios Maritime Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, December 14th, 2023:20.04% (+0.65%)

Analysis last updated: Wednesday, December 13, 2023 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	26.6072	6.53
$α$	0.0930	67.86
$β$	0.9948	1275.33
$ν$	5	23.20

Estimation Period:
Jan 6, 2005 to Dec 8, 2023