V-Lab: Element Fleet Management Corp AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Element Fleet Management Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:27.30% (+4.96%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5292	16.95
$α$	0.2226	21.81
$β$	0.6430	86.33
$γ$	0.9494	14.45

Estimation Period:
Jun 22, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts