Hera SPA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.52% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2370 | 3.85 | |
| -0.0676 | -1.85 | |
| 0.6131 | 10.22 | |
| -0.2026 | -6.28 |
Estimation Period:
Dec 21, 2022 to Feb 6, 2026
Dec 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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