Skip to main content
V-Lab

Federated Hermes MDT LG Core Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.93% (-1.45%)
Analysis last updated: Monday, February 9, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Federated Hermes MDT LG Core SGARCH
paramt-stat
ω1.50563.18
α0.05600.91
β0.00000.00
γ129.25050.46
γ216.02870.17
γ3-99.6725-1.70
γ4151.02232.96
γ5-236.2974-4.01
γ6213.77233.50
γ7-89.3968-1.63
γ855.02391.10
γ9-106.3518-2.59
γ10181.59443.19
Estimation Period:
Jul 31, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts