V-Lab: Hertz Global Holdings Inc Asy. Power MEM Volatility Analysis

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V-Lab

Hertz Global Holdings Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:113.63% (-10.53%)

Analysis last updated: Thursday, May 16, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0450	9.38
$α$	0.2321	46.63
$β$	0.7625	135.51
$γ$	0.0951	9.76
$δ$	0.5000	7.03

Estimation Period:
Nov 16, 2006 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts