Performance Shipping Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.47% (-7.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3957 | 4.40 | |
| 0.1810 | 5.37 | |
| 0.6632 | 11.93 | |
| -0.1416 | -0.89 | |
| 0.4773 | 2.04 | |
| -0.8739 | -5.63 | |
| 0.9536 | 6.29 | |
| -0.7050 | -4.20 | |
| 0.4211 | 3.26 |
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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