Hermes International APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.54% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 5.02 | |
| 0.0207 | 13.49 | |
| 0.9779 | 487.74 | |
| 0.0823 | 1.14 | |
| 2.1542 | 34.84 |
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 APARCH Analyses on International Equities