Hermes International GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.59% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 5.68 | |
| 0.0221 | 3.50 | |
| 0.9780 | 588.12 | |
| -0.0002 | -0.02 |
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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