Pacific Basin Shipping Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.76% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1074 | 16.36 | |
| 0.6576 | 42.71 | |
| 0.0552 | 6.16 | |
| 0.0496 | 2.27 | |
| 0.0231 | 3.44 | |
| 0.9714 | 113.14 |
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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