Hennessy Advisors Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.85% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1654 | 5.98 | |
| 0.1960 | 6.90 | |
| 0.7051 | 21.62 | |
| 0.7210 | 4.31 | |
| -1.0145 | -3.68 | |
| 0.3242 | 1.53 | |
| -0.0939 | -0.48 | |
| 0.3350 | 1.50 | |
| -0.5845 | -2.18 | |
| 0.4931 | 2.22 | |
| -0.1420 | -0.65 |
Estimation Period:
Oct 23, 2002 to Feb 6, 2026
Oct 23, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hennessy Advisors Inc Analyses
Other Spline-GARCH Analyses on Equities