Hermes International AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.96% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 18.78 | |
| 0.0919 | 49.77 | |
| 0.8913 | 498.78 | |
| 0.3715 | 11.71 |
Estimation Period:
Jun 4, 1993 to Feb 6, 2026
Jun 4, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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