Federated Hermes MDT LG Valu GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.58% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 4.82 | |
| 0.0000 | 0.00 | |
| 0.8310 | 60.20 | |
| 0.2278 | 4.81 |
Estimation Period:
Jul 31, 2024 to Feb 6, 2026
Jul 31, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Federated Hermes MDT LG Valu Analyses
Other GJR-GARCH Analyses on ETFs