Hermes International GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.62% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 18.74 | |
| 0.0647 | 35.64 | |
| 0.9263 | 495.87 |
Estimation Period:
Jun 4, 1993 to Feb 13, 2026
Jun 4, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hermes International Analyses
Other GARCH Analyses on International Equities