Hermes International APARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:27.18% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2524 | 2.85 | |
| 0.0000 | 0.00 | |
| 0.8576 | 12.40 | |
| 0.9117 | 0.00 | |
| 1.0649 | 3.22 |
Estimation Period:
Nov 16, 2022 to Jan 30, 2026
Nov 16, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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