Hermes International GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.57% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 7.36 | |
| 0.0339 | 10.63 | |
| 0.9462 | 200.55 |
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
Other GARCH Analyses on International Equities