Federated Hermes MDT LG Valu EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.99% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0047 | -0.20 | |
| 0.0753 | 5.05 | |
| 0.9591 | 76.96 | |
| -0.2213 | -14.72 |
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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