Hercules Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.44% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1275 | 12.95 | |
| 0.0477 | 11.82 | |
| 0.8459 | 203.92 | |
| 0.1524 | 12.96 |
Estimation Period:
Jun 9, 2005 to Feb 6, 2026
Jun 9, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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