Federated Hermes MDT LG Core GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.43% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 4.90 | |
| 0.0000 | 0.00 | |
| 0.8563 | 57.68 | |
| 0.1980 | 4.96 |
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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