Federated Hermes MDT LG Core Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.93% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5056 | 3.18 | |
| 0.0560 | 0.91 | |
| 0.0000 | 0.00 | |
| 29.2505 | 0.46 | |
| 16.0287 | 0.17 | |
| -99.6725 | -1.70 | |
| 151.0223 | 2.96 | |
| -236.2974 | -4.01 | |
| 213.7723 | 3.50 | |
| -89.3968 | -1.63 | |
| 55.0239 | 1.10 | |
| -106.3518 | -2.59 | |
| 181.5944 | 3.19 |
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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