Castleark Large Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:19.31% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0983 | 5.64 | |
| 0.0000 | 0.00 | |
| 0.8610 | 59.48 | |
| 0.1550 | 4.17 |
Estimation Period:
Dec 7, 2023 to Dec 12, 2025
Dec 7, 2023 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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