Hennessy Sustainable ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.02% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.08 | |
| 0.0656 | 12.08 | |
| 0.9856 | 307.81 | |
| -0.0996 | -15.82 |
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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