V-Lab
V-Lab
Castleark Large Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 14th, 2025:16.74% (-0.49%)
Analysis last updated: Tuesday, May 13, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Castleark Large Growth ETF GJR-GARCH
paramt-stat
ω0.14527.57
α0.00000.00
β0.820552.88
γ0.20174.07
Estimation Period:
Dec 7, 2023 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts