Hermes International Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56,939.12% (-24,004.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 74.1654 | 741,654,300.00 | |
| 0.4994 | 4,993,740.00 | |
| 0.4948 | 4,948,330.00 | |
| -2.6428 | -26,427,820.00 | |
| -48.9290 | -489,290,400.00 | |
| 170.9599 | 1,709,599,000.00 | |
| -224.8505 | -2,248,505,000.00 | |
| 167.7425 | 1,677,425,000.00 |
Estimation Period:
Jan 12, 2007 to Feb 6, 2026
Jan 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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