Hermes International Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.61% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8332 | 3.73 | |
| 0.0363 | 2.74 | |
| 0.9359 | 38.06 | |
| -0.0039 | -0.16 |
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 Spline-GARCH Analyses on International Equities