Hermes International GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.35% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9190 | 5.90 | |
| 0.0554 | 47.91 | |
| 0.9936 | 948.13 | |
| 4.9845 | 15.26 |
Estimation Period:
Jun 4, 1993 to Feb 6, 2026
Jun 4, 1993 to Feb 6, 2026
Other Hermes International Analyses
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