Hermes International MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.71% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0554 | 0.04 | |
| 0.1379 | 0.03 | |
| 0.1082 | 0.04 | |
| 0.0004 | 0.00 | |
| 0.0104 | 0.05 | |
| 0.9896 | 3.95 |
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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