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Hermes International Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56,939.12% (-24,004.29%)
Analysis last updated: Wednesday, February 11, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hermes International SGARCH
paramt-stat
ω74.1654741,654,300.00
α0.49944,993,740.00
β0.49484,948,330.00
γ1-2.6428-26,427,820.00
γ2-48.9290-489,290,400.00
γ3170.95991,709,599,000.00
γ4-224.8505-2,248,505,000.00
γ5167.74251,677,425,000.00
Estimation Period:
Jan 12, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts