First Steamship GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.99%
decreased by 1.28%
1 Week
34.84%
decreased by 0.43%
1 Month
37.60%
increased by 2.33%
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 | |
|---|---|---|
| 0.2282 | 22.91 | |
| 0.1177 | 45.51 | |
| 0.8583 | 299.60 |
Estimation Period:
Jan 4, 1990 to May 15, 2026
Jan 4, 1990 to May 15, 2026
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