V-Lab
Castleark Large Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 14th, 2025:25.53% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9245 | 3.46 | |
| 0.0759 | 3.94 | |
| 0.9270 | 70.54 | |
| 4.5577 | 1.34 |
Estimation Period:
Dec 7, 2023 to May 9, 2025
Dec 7, 2023 to May 9, 2025
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