Performance Shipping Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.61% (-14.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3628 | 15.68 | |
| 0.4062 | 12.77 | |
| -0.2403 | -8.16 | |
| 2.2350 | 0.85 | |
| 0.5638 | 1.14 | |
| 0.3903 | 0.71 |
Estimation Period:
Jan 4, 2011 to Feb 6, 2026
Jan 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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