Hermes International GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.58% (+5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.3677 | 26.34 | |
| 0.9990 | 881.73 | |
| 5.9430 | 3.18 |
Estimation Period:
Jan 12, 2007 to Feb 6, 2026
Jan 12, 2007 to Feb 6, 2026
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