Hermes International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5976 | 5,975,550.00 | |
| 0.5488 | 5,488,220.00 | |
| 0.3616 | 3,615,540.00 | |
| 1.7716 | 17,715,900.00 | |
| -4.4694 | -44,693,870.00 | |
| -112.6985 | -1,126,985,000.00 | |
| 223.3866 | 2,233,866,000.00 | |
| 23.1015 | 231,015,300.00 | |
| -246.2902 | -2,462,902,000.00 | |
| 109.6960 | 1,096,960,000.00 | |
| -3.9029 | -39,029,270.00 | |
| 17.2931 | 172,931,200.00 |
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
Other Zero Slope Spline-GARCH Analyses on International Equities