Federated Hermes Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.91% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5847 | 5.75 | |
| 0.0753 | 31.30 | |
| 0.9884 | 500.19 | |
| 6.2761 | 6.93 |
Estimation Period:
May 14, 1998 to Feb 13, 2026
May 14, 1998 to Feb 13, 2026
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