In nematic liquid crystals, director fluctuations correpond to the dynamical mode that is critical for all temperatures in zero external fields. The Hurst exponent characterizes the temporal behavior of the mean square displacement of director fluctuations, 〈[δn(r,t)-δn(r,0)]2〉∼t2H. We find H=1/2 in finite fields and H=3/4 in zero field. This result differs from that of Zhang et al. [Phys. Rev. Lett. 70, 1834 (1993)] who find a Hurst exponent that varies continuously from H≃1 in zero field to H≃1/2 in moderate fields.