Hermes International APARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:26.38% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 14.97 | |
| 0.0777 | 33.19 | |
| 0.9223 | 379.69 | |
| 0.1297 | 7.04 | |
| 1.5566 | 22.87 |
Estimation Period:
Jun 4, 1993 to Feb 20, 2026
Jun 4, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Hermes International Analyses
Other APARCH Analyses on International Equities