First Steamship AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.94%
decreased by 1.78%
1 Week
34.87%
decreased by 0.85%
1 Month
37.84%
increased by 2.12%
Analysis last updated: Thursday, May 21, 2026 at 08:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2495 | 24.42 | |
| 0.1244 | 46.90 | |
| 0.8495 | 296.39 | |
| -0.0582 | -1.24 |
Estimation Period:
Jan 4, 1990 to May 15, 2026
Jan 4, 1990 to May 15, 2026
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