Norwegian Cruise Line Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.24% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 5.13 | |
| 0.0102 | 4.83 | |
| 0.9500 | 505.88 | |
| 0.0677 | 11.77 |
Estimation Period:
Jan 21, 2013 to Feb 6, 2026
Jan 21, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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