Federated Hermes MDT LG Core Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.42% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4844 | 4.15 | |
| 0.0971 | 1.26 | |
| 0.6583 | 2.38 | |
| 28.2859 | 3.36 | |
| -47.1346 | -3.72 | |
| 28.8001 | 4.10 | |
| -12.0066 | -3.14 |
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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