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V-Lab

Danaos Corporation Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.57% (-2.22%)
Analysis last updated: Saturday, February 7, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Danaos Corporation S0GARCH
paramt-stat
ω61.83520.00
α0.25250.02
β0.73640.51
γ11,453.21504.37
γ2-2,197.8000-3.89
γ3901.00080.59
γ4-191.8433-0.14
γ539.65690.04
γ669.08710.08
γ7-80.3600-0.06
γ813.18170.49
γ9-25.7576-0.02
Estimation Period:
Apr 30, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts