Hermes International EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.92% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 2.71 | |
| 0.0409 | 6.86 | |
| 0.9775 | 277.24 | |
| -0.0563 | -11.45 |
Estimation Period:
May 8, 2018 to Feb 6, 2026
May 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hermes International Analyses
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