D Amico Intl Shipping Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.50% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 67.5990 | 675,989,500.00 | |
| 0.3775 | 3,774,940.00 | |
| 0.6224 | 6,223,650.00 | |
| -27.7243 | -277,243,100.00 | |
| 50.9658 | 509,657,800.00 | |
| -29.1680 | -291,679,900.00 | |
| -34.4489 | -344,489,400.00 | |
| 120.5308 | 1,205,308,000.00 | |
| -236.4777 | -2,364,777,000.00 | |
| 442.8227 | 4,428,227,000.00 | |
| -539.5700 | -5,395,700,000.00 | |
| 335.3176 | 3,353,176,000.00 |
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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