V-Lab
Element Fleet Management Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:24.21% (-0.37%)
Analysis last updated: Wednesday, May 1, 2024 at 01:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1748 | 7.71 | |
| 0.0000 | 0.00 | |
| 0.8971 | 173.16 | |
| 0.1476 | 13.22 |
Estimation Period:
Jun 22, 2011 to Apr 19, 2024
Jun 22, 2011 to Apr 19, 2024
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