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	param	t-stat
$ω$	0.0157	4.98
$α$	0.0000	0.00
$β$	0.9274	232.07
$γ$	0.1117	8.74

V-Lab

Hennessy Sustainable ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:10.48% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hennessy Sustainable ETF Analyses