McGrath RentCorp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.85% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0233 | 12.88 | |
| 0.8799 | 181.12 | |
| 0.0880 | 17.21 | |
| 0.0146 | 3.03 | |
| 0.0122 | 4.65 | |
| 0.9853 | 291.50 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other McGrath RentCorp Analyses
Other MF2-GARCH Analyses on Equities