V-Lab
Element Fleet Management Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:20.97% (+2.65%)
Analysis last updated: Tuesday, April 30, 2024 at 01:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1672 | 3.16 | |
| 0.1475 | 4.05 | |
| 0.6574 | 9.34 | |
| 0.2973 | 0.57 | |
| -0.0710 | -0.10 | |
| -0.6557 | -1.59 | |
| 1.2532 | 3.03 | |
| -1.9704 | -3.91 | |
| 1.7768 | 3.18 | |
| -0.6930 | -1.13 | |
| -0.1029 | -0.18 | |
| 0.3190 | 0.87 |
Estimation Period:
Jun 22, 2011 to Apr 19, 2024
Jun 22, 2011 to Apr 19, 2024
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