Hercules Capital Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.28% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1314 | 5.42 | |
| 0.1250 | 6.95 | |
| 0.8157 | 29.34 | |
| 0.4877 | 3.88 | |
| -0.8931 | -4.26 | |
| 0.5585 | 3.31 | |
| -0.1115 | -0.79 | |
| -0.0889 | -0.60 | |
| -0.0264 | -0.11 | |
| 0.2623 | 0.75 | |
| -0.2981 | -0.85 | |
| 0.0208 | 0.05 |
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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