Hermes International AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.79% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 6.23 | |
| 0.0566 | 21.10 | |
| 0.9074 | 223.83 | |
| 0.9764 | 10.38 |
Estimation Period:
May 8, 2018 to Feb 6, 2026
May 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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