Federated Hermes MDT LRG CAP MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.5947 | 30.70 | |
| 0.1782 | 7.88 | |
| 0.8624 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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