Federated Hermes MDT LRG CAP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.33% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9246 | 2.43 | |
| 0.0910 | 6.02 | |
| 0.9620 | 93.66 | |
| 4.9819 | 1.51 |
Estimation Period:
Jul 31, 2024 to Feb 13, 2026
Jul 31, 2024 to Feb 13, 2026
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