Federated Hermes MDT LG Valu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.35% (+5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9143 | 4.92 | |
| 0.2133 | 2.05 | |
| 0.5977 | 4.40 | |
| -0.0267 | -0.20 |
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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