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V-Lab

D Amico Intl Shipping Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.64% (-4.03%)
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 SGARCH
paramt-stat
ω0.70955.09
α0.17583.34
β0.53175.13
γ1-0.6581-4.23
γ21.06934.91
γ3-0.6722-4.41
γ40.44003.16
γ5-0.3573-2.79
γ60.43802.73
γ7-0.5738-2.67
γ80.58662.90
γ9-0.4477-2.72
γ100.21600.93
Estimation Period:
May 10, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts