Danaos Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.23% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5204 | 3.85 | |
| 0.1437 | 6.29 | |
| 0.8396 | 95.10 | |
| -0.0722 | -1.76 |
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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