Hermes International GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.42% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 3.73 | |
| 0.0112 | 9.37 | |
| 0.9888 | 724.90 |
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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