Danaos Corporation EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.92% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2454 | 5.43 | |
| 0.1696 | 15.49 | |
| 0.8982 | 44.54 | |
| 0.0896 | 4.74 |
Estimation Period:
Apr 30, 2019 to Feb 6, 2026
Apr 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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