Voltaire Leasing & Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.07% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5303 | 1.94 | |
| 0.1845 | 4.70 | |
| 0.7651 | 14.05 | |
| 58.9891 | 64.93 | |
| -93.3504 | -51.55 | |
| 45.8118 | 20.07 | |
| -14.1730 | -6.20 | |
| 3.9037 | 2.15 | |
| -2.2367 | -2.08 | |
| 2.4353 | 2.27 | |
| -1.8072 | -1.31 | |
| -1.2481 | -0.64 | |
| 3.0473 | 1.42 |
Estimation Period:
Feb 20, 2009 to Feb 6, 2026
Feb 20, 2009 to Feb 6, 2026
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