McGrath RentCorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.85% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 13.27 | |
| 0.0073 | 6.77 | |
| 0.9437 | 391.90 | |
| 0.0812 | 19.47 |
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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