Federated Hermes MDT LG Valu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.70% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8604 | 4.97 | |
| 0.1136 | 7.48 | |
| 0.9109 | 50.29 | |
| 5.4390 | 1.62 |
Estimation Period:
Jul 31, 2024 to Feb 6, 2026
Jul 31, 2024 to Feb 6, 2026
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