Federated Hermes MDT LRG CAP Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.26% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0092 | 4.27 | |
| 0.1080 | 1.57 | |
| 0.8359 | 9.65 | |
| -0.1568 | -0.16 |
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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