Federated Hermes US Strategic Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.56% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0707 | -5.69 | |
| 0.1540 | 5.28 | |
| 0.8375 | 30.97 | |
| -0.1131 | -4.49 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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