Pacific Basin Shipping Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.87% (+9.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4285 | 18.67 | |
| 0.0912 | 16.49 | |
| 0.8551 | 203.02 | |
| 0.0148 | 1.48 |
Estimation Period:
Jul 14, 2004 to Feb 6, 2026
Jul 14, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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