Eastern Commercial Leasing Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.77% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0766 | 5.15 | |
| 0.1856 | 6.34 | |
| 0.7579 | 23.58 | |
| 0.1864 | 1.99 | |
| -0.3431 | -2.01 | |
| 0.3446 | 2.23 | |
| -0.3437 | -2.59 | |
| 0.2935 | 2.49 | |
| -0.3069 | -2.48 | |
| 0.3619 | 2.36 |
Estimation Period:
Jun 15, 2004 to Feb 6, 2026
Jun 15, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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