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D Amico Intl Shipping Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.17% (-3.96%)
Analysis last updated: Sunday, February 8, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of D Amico Intl Shipping S0GARCH
paramt-stat
ω0.72645.18
α0.17523.35
β0.53425.17
γ1-0.6234-4.03
γ21.01354.67
γ3-0.6333-4.15
γ40.40612.92
γ5-0.3275-2.57
γ60.41452.59
γ7-0.5586-2.61
γ80.57982.93
γ9-0.4504-3.25
γ100.23772.67
Estimation Period:
May 10, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts