Castleark Large Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.10% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0980 | 5.67 | |
| 0.0000 | 0.00 | |
| 0.8607 | 59.51 | |
| 0.1521 | 4.18 |
Estimation Period:
Dec 7, 2023 to Feb 13, 2026
Dec 7, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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