EuroDry Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.87% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 2.56 | |
| 0.0322 | 7.95 | |
| 0.9622 | 279.29 | |
| 0.0112 | 0.93 |
Estimation Period:
May 31, 2018 to Feb 6, 2026
May 31, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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