Federated Hermes Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.67% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9217 | 6.68 | |
| 0.0802 | 6.43 | |
| 0.8934 | 55.42 | |
| 0.0249 | 4.09 | |
| -0.0299 | -3.57 | |
| 0.0060 | 1.60 |
Estimation Period:
May 14, 1998 to Feb 6, 2026
May 14, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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