Castleark Large Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:17.97% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5935 | 4.40 | |
| 0.0706 | 4.28 | |
| 0.9298 | 112.64 | |
| 5.0750 | 1.25 |
Estimation Period:
Dec 7, 2023 to Jan 23, 2026
Dec 7, 2023 to Jan 23, 2026
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