D Amico Intl Shipping GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.71% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 5.42 | |
| 0.0570 | 8.18 | |
| 0.9382 | 266.76 | |
| 0.0040 | 0.29 |
Estimation Period:
May 4, 2007 to Feb 13, 2026
May 4, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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