Hennessy Sustainable ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.59% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 2.39 | |
| 0.0846 | 20.54 | |
| 0.8857 | 169.83 | |
| 0.5317 | 20.25 |
Estimation Period:
Mar 16, 2021 to Feb 6, 2026
Mar 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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