Himalaya Shipping Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.48% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0460 | 3.35 | |
| 0.1135 | 1.78 | |
| 0.6097 | 1.78 | |
| 1.1264 | 0.20 | |
| 0.2880 | 0.03 | |
| -5.6148 | -1.06 | |
| 11.5703 | 1.95 | |
| -17.9265 | -1.87 | |
| 21.5820 | 2.02 | |
| -18.0009 | -2.44 | |
| 6.0650 | 1.09 | |
| 9.0880 | 1.38 |
Estimation Period:
Jan 3, 2022 to Feb 6, 2026
Jan 3, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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