Federated Hermes MDT LG Core GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.59% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3594 | 2.28 | |
| 0.0906 | 7.63 | |
| 0.9644 | 89.01 | |
| 4.3871 | 2.00 |
Estimation Period:
Jul 31, 2024 to Feb 6, 2026
Jul 31, 2024 to Feb 6, 2026
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