Hennessy Sustainable ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.86% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0334 | 5.52 | |
| 0.0795 | 4.03 | |
| 0.9000 | 39.21 | |
| 0.0018 | 0.12 |
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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