D Amico Intl Shipping Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.64% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7095 | 5.09 | |
| 0.1758 | 3.34 | |
| 0.5317 | 5.13 | |
| -0.6581 | -4.23 | |
| 1.0693 | 4.91 | |
| -0.6722 | -4.41 | |
| 0.4400 | 3.16 | |
| -0.3573 | -2.79 | |
| 0.4380 | 2.73 | |
| -0.5738 | -2.67 | |
| 0.5866 | 2.90 | |
| -0.4477 | -2.72 | |
| 0.2160 | 0.93 |
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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