D Amico Intl Shipping GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.75% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1858 | 8.37 | |
| 0.0422 | 4.28 | |
| 0.9450 | 227.76 | |
| -0.0226 | -1.58 |
Estimation Period:
Dec 20, 2007 to Feb 6, 2026
Dec 20, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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