Hermes International MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:49.83% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| -0.0000 | -0.00 | |
| 0.3292 | 0.00 | |
| 0.2382 | 0.00 | |
| 0.7618 | 0.00 |
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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