First Steamship EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
35.82%
decreased by 1.03%
1 Week
36.96%
increased by 0.11%
1 Month
40.59%
increased by 3.74%
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 | |
|---|---|---|
| 0.1103 | 30.34 | |
| 0.2228 | 38.99 | |
| 0.9520 | 575.22 | |
| 0.0100 | 2.42 |
Estimation Period:
Jan 4, 1990 to May 15, 2026
Jan 4, 1990 to May 15, 2026
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