Hennessy Advisors Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.63% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1788 | 15.54 | |
| 0.7229 | 82.45 | |
| 0.0072 | 0.47 | |
| 0.0307 | 5.26 | |
| 0.0119 | 5.48 | |
| 0.9854 | 360.94 |
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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