Hermes International APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.19% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 6.95 | |
| 0.0132 | 1.68 | |
| 0.9623 | 294.46 | |
| 0.8380 | 1.94 | |
| 2.1282 | 11.86 |
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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