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Hertz Global Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:101.78% (-6.25%)
Analysis last updated: Friday, February 20, 2026 at 11:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hertz Global Holdings Inc S0GARCH
paramt-stat
ω0.43533.95
α0.11946.87
β0.807630.37
γ1-0.1705-0.67
γ2-0.2006-0.56
γ30.77092.71
γ4-0.6157-1.91
γ50.54601.90
γ6-0.7196-2.44
γ70.73781.60
γ8-0.8500-1.33
γ91.03311.91
γ10-0.7652-2.98
Estimation Period:
Nov 16, 2006 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts