Herc Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.89% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2332 | 12.55 | |
| 0.0152 | 6.27 | |
| 0.9248 | 375.48 | |
| 0.0774 | 13.21 |
Estimation Period:
Nov 17, 2006 to Feb 6, 2026
Nov 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities