We study the holonomy of the Obata connection on Joyce hypercomplex manifolds. For all such group manifolds except , we show that the holonomy group is strictly contained in the quaternionic general linear group. The case of is more subtle: for every , we show that there exist infinitely many Joyce hypercomplex structures with Obata holonomy strictly contained in . On the other hand, Soldatenkov showed that has Obata holonomy equal to \cite{Sol}, and we present here a new example on with holonomy equal to . Finally, we investigate Joyce hypercomplex manifolds whose restricted holonomy lie in , yielding new compact examples of twisted Calabi-Yau manifolds.

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