Hermes International EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.78% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 19.92 | |
| 0.1621 | 34.35 | |
| 0.9825 | 987.40 | |
| -0.0193 | -4.49 |
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
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