Federated Hermes MDT LRG CAP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.69% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0604 | 4.38 | |
| 0.1078 | 1.60 | |
| 0.8392 | 9.94 | |
| 0.1246 | 0.59 |
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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