Norwegian Cruise Line Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.06% (+4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6369 | 2.48 | |
| 0.0700 | 3.51 | |
| 0.8769 | 31.37 | |
| 0.3283 | 0.89 | |
| -0.6523 | -1.29 | |
| 0.6893 | 2.86 | |
| -0.5579 | -2.82 | |
| 0.1692 | 0.90 | |
| 0.0403 | 0.29 |
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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