Performance Shipping Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.71% (+24.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5276 | 8.06 | |
| 0.2708 | 9.01 | |
| 0.6937 | 45.97 | |
| 0.0709 | 1.35 |
Estimation Period:
Mar 10, 2014 to Feb 6, 2026
Mar 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Performance Shipping Inc Analyses
Other GJR-GARCH Analyses on International Equities