Accuracy Shipping GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.93% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5751 | 14.71 | |
| 0.3017 | 8.64 | |
| 0.3081 | 9.36 | |
| -0.1005 | -1.82 |
Estimation Period:
Sep 7, 2018 to Feb 6, 2026
Sep 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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