Hermes International MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.13% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0000 | 0.00 | |
| 0.9617 | 235.19 | |
| 0.0524 | 11.51 | |
| 2.8566 | 0.01 | |
| 0.0814 | 0.01 | |
| 0.0000 | 0.00 |
Estimation Period:
May 8, 2018 to Feb 13, 2026
May 8, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hermes International Analyses
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