Voltaire Leasing & GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.69% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 5.97 | |
| 0.0792 | 5.94 | |
| 0.9284 | 180.35 | |
| -0.0163 | -0.72 |
Estimation Period:
Feb 20, 2009 to Feb 6, 2026
Feb 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Voltaire Leasing & Analyses
Other GJR-GARCH Analyses on International Equities