Decide for yourself: Nellie Connally
Nellie was most concerned about her husband (proves what I had mentioned earlier in the thread - she was the only one at the time of the shooting focused on John Connally, not John Kennedy), not his hat. She would remember that the hat was still with him the whole time rather than whether it was still in his grasp or not.
What's relevant is the moments after impact, not later. The argument is that the SBT shattered bones in his right wrist yet it sure appears he still has his hat in the right hand after the SBT apologists claim he was hit. This doesn't sound logical to me and it strikes me that so many of the computer animations remove the hat altogether. I think if they left the hat in the simulations, more people would speculate as I have. And they don't want us thinking that way.
Both pro-conspiracy and pro-Warren Commission sides have a nasty habit of ignoring what doesn't fit their theories.