Performance Shipping Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.40% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2170 | 9.71 | |
| 0.0871 | 11.43 | |
| 0.9151 | 249.82 | |
| -0.0043 | -0.47 |
Estimation Period:
Jan 4, 2011 to Feb 13, 2026
Jan 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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