D Amico Intl Shipping Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.17% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7264 | 5.18 | |
| 0.1752 | 3.35 | |
| 0.5342 | 5.17 | |
| -0.6234 | -4.03 | |
| 1.0135 | 4.67 | |
| -0.6333 | -4.15 | |
| 0.4061 | 2.92 | |
| -0.3275 | -2.57 | |
| 0.4145 | 2.59 | |
| -0.5586 | -2.61 | |
| 0.5798 | 2.93 | |
| -0.4504 | -3.25 | |
| 0.2377 | 2.67 |
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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