Scorpio Tankers Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.44% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1267 | 10.87 | |
| 0.0315 | 11.70 | |
| 0.9259 | 379.46 | |
| 0.0628 | 9.32 |
Estimation Period:
Mar 31, 2010 to Feb 6, 2026
Mar 31, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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