Himalaya Shipping Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.89% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7792 | 6.20 | |
| 0.0507 | 2.33 | |
| 0.8365 | 38.28 | |
| 0.0246 | 0.67 |
Estimation Period:
Mar 31, 2023 to Feb 6, 2026
Mar 31, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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