Performance Shipping Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.83% (+21.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4911 | 2.94 | |
| 0.2933 | 4.12 | |
| 0.5692 | 9.75 | |
| 0.4656 | 1.94 | |
| -1.1378 | -3.12 | |
| 0.8469 | 2.81 | |
| 0.1249 | 0.45 | |
| -0.8123 | -3.23 | |
| 1.2024 | 4.01 |
Estimation Period:
Mar 10, 2014 to Feb 6, 2026
Mar 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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