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V-Lab

Danaos Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.70% (-6.87%)
Analysis last updated: Wednesday, February 11, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Danaos Corporation SGARCH
paramt-stat
ω0.55880.00
α0.64400.00
β0.35600.00
γ110.33240.00
γ2-22.4344-0.00
γ313.82520.00
γ4-1.9283-0.00
γ50.20800.00
γ6-0.4625-0.00
γ71.42300.00
γ8-1.2242-0.00
γ9-1.8457-0.00
Estimation Period:
Apr 30, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts