Hennessy Advisors Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.50% (-5.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46.3457 | 3.93 | |
| 0.1306 | 89.74 | |
| 0.9902 | 423.70 | |
| 2.6070 | 94.76 |
Estimation Period:
Oct 23, 2002 to Feb 13, 2026
Oct 23, 2002 to Feb 13, 2026
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