Federated Hermes US Strategic Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.21% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1252 | 5.71 | |
| 0.0089 | 0.90 | |
| 0.7298 | 19.34 | |
| 0.1276 | 2.33 |
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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