Hermes International MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.80% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 1.84 | |
| 0.0355 | 10.53 | |
| 0.9564 | 468.81 |
Estimation Period:
May 5, 2020 to Feb 20, 2026
May 5, 2020 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Hermes International Analyses
Other MEM Analyses on International Equities