Skip to main content
V-Lab

Castor Maritime Inc 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 SGARCH
paramt-stat
ω15.25961.75
α0.402210.11
β0.596615.58
γ115.77811.49
γ2-27.1782-1.91
γ315.62461.83
γ4-35.4662-1.12
γ536.52850.48
γ62.43410.02
γ753.62870.43
γ8-122.9793-0.91
γ9162.69070.88
γ10-583.7162-5.59
Estimation Period:
Oct 30, 2019 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts