V-Lab: Element Fleet Management Corp GARCH Volatility Analysis

V-Lab

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V-Lab

Element Fleet Management Corp GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:26.05% (+3.49%)

Analysis last updated: Friday, April 26, 2024 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6020	16.07
$α$	0.2010	15.16
$β$	0.6879	50.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts