Steamships Trading Company Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.12% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6331 | 2.43 | |
| 0.0999 | 4.44 | |
| 0.8115 | 15.94 | |
| -0.8356 | -1.14 | |
| 1.4737 | 1.45 | |
| -0.8382 | -1.64 | |
| -0.0025 | -0.01 | |
| 0.1456 | 0.27 | |
| 0.4066 | 0.70 | |
| -0.9687 | -1.70 | |
| 1.1452 | 1.87 | |
| -0.8857 | -1.02 | |
| 0.6043 | 0.73 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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