Hermes International GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:568.28% (-41.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 541.9660 | 12.50 | |
| 0.0657 | 79.97 | |
| 0.9990 | 11,352.27 | |
| 2.0021 | 200,210.00 |
Estimation Period:
May 8, 2018 to Feb 6, 2026
May 8, 2018 to Feb 6, 2026
Other Hermes International Analyses
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