Hennessy Advisors Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.80% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4631 | 17.85 | |
| 0.1558 | 26.24 | |
| 0.8138 | 153.40 |
Estimation Period:
Oct 23, 2002 to Feb 13, 2026
Oct 23, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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