Danaos Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.68% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2994 | 15.40 | |
| 0.1283 | 12.07 | |
| 0.8225 | 136.27 | |
| 0.0983 | 5.36 |
Estimation Period:
Oct 6, 2006 to Feb 6, 2026
Oct 6, 2006 to Feb 6, 2026
News Impact Curve
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