Hertz Global Holdings Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
60.26%
increased by 0.56%
1 Week
60.89%
increased by 1.19%
1 Month
63.32%
increased by 3.62%
Analysis last updated: Tuesday, June 9, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1501 | 20.01 | |
| 0.1855 | 27.47 | |
| 0.8029 | 217.18 | |
| 0.0232 | 2.38 |
Estimation Period:
Nov 16, 2006 to Jun 5, 2026
Nov 16, 2006 to Jun 5, 2026
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