Himalaya Shipping Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.38% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4538 | 4.79 | |
| 0.1430 | 2.33 | |
| 0.6452 | 10.95 | |
| 0.0516 | 0.61 |
Estimation Period:
Jan 3, 2022 to Feb 13, 2026
Jan 3, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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