Navios Maritime Acquisition Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2434 | 5.23 | |
| 0.1960 | 6.58 | |
| 0.7233 | 17.23 | |
| 1.5472 | 4.43 | |
| -2.3910 | -4.32 | |
| 0.7410 | 1.65 | |
| 0.3821 | 0.89 | |
| -0.6241 | -1.73 | |
| 0.7747 | 2.49 | |
| -0.8241 | -2.30 | |
| 1.0734 | 1.32 |
Estimation Period:
Jul 7, 2008 to Oct 8, 2021
Jul 7, 2008 to Oct 8, 2021
News Impact Curve
Volatility Forecasts
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