Hermes International EGARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:50.78% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0061 | -0.40 | |
| -0.0311 | -13.68 | |
| 1.0000 | 157.31 | |
| 0.0538 | 3.70 |
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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