Ncl Intl Logistics Co GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
64.15%
increased by 1.82%
1 Week
65.62%
increased by 3.29%
1 Month
71.20%
increased by 8.87%
Analysis last updated: Thursday, May 21, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3783 | 15.05 | |
| 0.1209 | 18.84 | |
| 0.8480 | 174.20 | |
| 0.0622 | 4.48 |
Estimation Period:
Nov 11, 2014 to May 15, 2026
Nov 11, 2014 to May 15, 2026
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