Federated Hermes MDT LG Core GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.76% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0684 | 5.59 | |
| 0.1119 | 5.72 | |
| 0.8232 | 36.23 |
Estimation Period:
Jul 31, 2024 to Feb 6, 2026
Jul 31, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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