Hennessy Sustainable ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.79% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 8.96 | |
| 0.0795 | 15.13 | |
| 0.8999 | 146.49 |
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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