Federated Hermes MDT LRG CAP GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.44% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0659 | 3.73 | |
| 0.0000 | 0.00 | |
| 0.8721 | 44.77 | |
| 0.1617 | 3.58 |
Estimation Period:
Jul 31, 2024 to Feb 13, 2026
Jul 31, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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