Voltaire Leasing & Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.39% (+2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 20.00 | |
| 0.4651 | 4,651,210.00 | |
| 0.5349 | 5,348,760.00 | |
| 7.8217 | 78,217,110.00 | |
| -17.8598 | -178,597,900.00 | |
| 13.9217 | 139,217,000.00 | |
| -5.6219 | -56,219,400.00 | |
| 2.8636 | 28,635,540.00 | |
| -2.2075 | -22,075,200.00 | |
| 2.5673 | 25,673,270.00 | |
| -2.6135 | -26,135,000.00 | |
| 0.8004 | 8,003,530.00 | |
| -9.5564 | -95,564,270.00 |
Estimation Period:
Feb 20, 2009 to Feb 20, 2026
Feb 20, 2009 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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