Federated Hermes Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.58% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 15.06 | |
| 0.0392 | 11.79 | |
| 0.9157 | 327.97 | |
| 0.0636 | 10.36 |
Estimation Period:
May 14, 1998 to Feb 13, 2026
May 14, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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