Hermes International EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.28% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 2.19 | |
| 0.0766 | 2.21 | |
| 0.9899 | 211.43 | |
| 0.0187 | 0.34 |
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
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