McGrath RentCorp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.44% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 8.88 | |
| 0.1036 | 21.33 | |
| 0.9867 | 921.32 | |
| -0.0629 | -18.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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