Federated Hermes MDT LG Valu Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.04% (+5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8007 | 5.27 | |
| 0.2333 | 2.24 | |
| 0.5439 | 3.31 | |
| -0.6302 | -0.77 |
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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