Hertz Global Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
69.80%
decreased by 0.99%
1 Week
69.83%
decreased by 0.96%
1 Month
69.94%
decreased by 0.85%
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 | |
|---|---|---|
| 0.0843 | 5.62 | |
| 0.0117 | 3.74 | |
| 0.9584 | 263.60 | |
| 0.0517 | 12.03 |
Estimation Period:
Nov 16, 2006 to Jun 5, 2026
Nov 16, 2006 to Jun 5, 2026
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