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Castor Maritime Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Castor Maritime Inc S0GARCH
paramt-stat
ω9.02212.40
α0.6623112.21
β0.335969.81
γ14.15360.98
γ2-11.0562-2.07
γ39.62742.29
γ4-1.2298-0.25
γ5-4.6470-1.06
γ612.06022.31
γ7-67.2377-10.07
γ8109.931123.60
Estimation Period:
Oct 30, 2019 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts