V-Lab
Element Fleet Management Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:16.90% (-1.14%)
Analysis last updated: Wednesday, May 1, 2024 at 01:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1689 | 3.17 | |
| 0.1425 | 4.01 | |
| 0.6513 | 8.89 | |
| 0.3182 | 0.61 | |
| -0.0974 | -0.14 | |
| -0.6521 | -1.61 | |
| 1.2613 | 3.11 | |
| -1.9923 | -4.04 | |
| 1.8493 | 3.35 | |
| -0.8960 | -1.46 | |
| 0.3594 | 0.56 | |
| -0.8317 | -1.04 |
Estimation Period:
Jun 22, 2011 to Apr 19, 2024
Jun 22, 2011 to Apr 19, 2024
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