Hera SPA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.90% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0401 | 10.30 | |
| 0.0580 | 6.19 | |
| 0.2658 | 4.62 | |
| 2.1822 | 10.62 |
Estimation Period:
Dec 21, 2022 to Feb 13, 2026
Dec 21, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hera SPA Analyses
Other AGARCH Analyses on International Equities