V-Lab
Element Fleet Management Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:19.12% (+2.20%)
Analysis last updated: Wednesday, May 15, 2024 at 01:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1662 | 3.20 | |
| 0.1425 | 4.00 | |
| 0.6556 | 8.99 | |
| 0.3106 | 0.60 | |
| -0.0917 | -0.13 | |
| -0.6440 | -1.59 | |
| 1.2468 | 3.07 | |
| -1.9838 | -4.02 | |
| 1.8511 | 3.37 | |
| -0.8741 | -1.43 | |
| 0.2671 | 0.42 | |
| -0.5662 | -0.71 |
Estimation Period:
Jun 22, 2011 to May 10, 2024
Jun 22, 2011 to May 10, 2024
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