Hermes International AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.80% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 4.18 | |
| 0.0137 | 7.65 | |
| 0.9881 | 602.49 | |
| 0.0001 | 15.40 |
Estimation Period:
Jan 12, 2007 to Feb 6, 2026
Jan 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hermes International Analyses
Other AGARCH Analyses on International Equities