Hennessy Advisors Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.26% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 19.47 | |
| 0.2446 | 31.17 | |
| 0.9646 | 392.77 | |
| 0.0103 | 0.89 |
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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