D Amico Intl Shipping GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.08% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1585 | 7.78 | |
| 0.0353 | 9.64 | |
| 0.9226 | 159.68 | |
| 0.0396 | 5.25 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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