Himalaya Shipping Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.05% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0470 | 3.32 | |
| 0.1127 | 1.84 | |
| 0.6308 | 2.03 | |
| 1.2354 | 0.22 | |
| -0.0473 | -0.01 | |
| -5.0723 | -0.98 | |
| 10.8480 | 1.96 | |
| -17.2138 | -1.88 | |
| 21.6766 | 2.04 | |
| -20.1845 | -2.75 | |
| 11.6103 | 2.48 | |
| -2.4819 | -0.70 |
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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