Hertz Global Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
68.28%
decreased by 0.38%
1 Week
68.32%
decreased by 0.34%
1 Month
68.47%
decreased by 0.19%
Analysis last updated: Tuesday, June 16, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0845 | 5.63 | |
| 0.0118 | 3.74 | |
| 0.9584 | 263.16 | |
| 0.0517 | 12.01 |
Estimation Period:
Nov 16, 2006 to Jun 12, 2026
Nov 16, 2006 to Jun 12, 2026
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