Hennessy Advisors Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.33% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5379 | 19.53 | |
| 0.1703 | 29.19 | |
| 0.7932 | 168.49 | |
| -0.0537 | -0.62 |
Estimation Period:
Oct 23, 2002 to Feb 6, 2026
Oct 23, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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