Federated Hermes MDT LG Valu MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.79% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.01 | |
| 0.1000 | 9.77 | |
| 0.5000 | 28.75 | |
| 0.0686 | 1.07 | |
| 0.0763 | 1.97 | |
| 0.8027 | 6.43 |
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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