Hennessy Sustainable ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.67% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0236 | 5.20 | |
| 0.0796 | 3.99 | |
| 0.8997 | 38.73 | |
| -0.0055 | -0.09 |
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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