Hennessy Sustainable ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.96% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8580 | 8.50 | |
| 0.0646 | 13.09 | |
| 0.9798 | 416.92 | |
| 9.7941 | 1.87 |
Estimation Period:
Mar 16, 2021 to Feb 13, 2026
Mar 16, 2021 to Feb 13, 2026
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