Performance Shipping Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:60.32% (-5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3933 | 4.41 | |
| 0.1842 | 5.37 | |
| 0.6547 | 11.30 | |
| -0.1467 | -0.94 | |
| 0.4889 | 2.11 | |
| -0.8938 | -5.77 | |
| 0.9997 | 6.46 | |
| -0.8193 | -4.55 | |
| 0.7309 | 3.70 |
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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