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V-Lab

Element Fleet Management Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:18.86% (-0.65%)

Analysis last updated: Thursday, March 28, 2024 at 10:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Element Fleet Management Corp S0GARCH
paramt-stat
ω1.17573.11
α0.14874.09
β0.64919.20
γ10.31380.59
γ2-0.0846-0.12
γ3-0.6685-1.62
γ41.27423.09
γ5-1.9711-3.89
γ61.74113.07
γ7-0.6737-1.08
γ8-0.0456-0.08
γ90.23320.64
Estimation Period:
Jun 22, 2011 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts