Okeanis ECO Tanker GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.43% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 3.08 | |
| 0.0006 | 0.12 | |
| 0.9622 | 160.59 | |
| 0.0437 | 4.79 |
Estimation Period:
Dec 11, 2023 to Feb 6, 2026
Dec 11, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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