V-Lab
Element Fleet Management Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:18.28% (-0.54%)
Analysis last updated: Thursday, April 18, 2024 at 12:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1703 | 3.14 | |
| 0.1479 | 4.06 | |
| 0.6542 | 9.29 | |
| 0.3028 | 0.57 | |
| -0.0741 | -0.10 | |
| -0.6639 | -1.61 | |
| 1.2655 | 3.06 | |
| -1.9725 | -3.90 | |
| 1.7592 | 3.12 | |
| -0.6790 | -1.10 | |
| -0.0856 | -0.15 | |
| 0.2866 | 0.79 |
Estimation Period:
Jun 22, 2011 to Apr 12, 2024
Jun 22, 2011 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other Element Fleet Management Corp Analyses