Castleark Large Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:19.65% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 5.60 | |
| 0.0000 | 0.00 | |
| 0.8610 | 59.49 | |
| 0.1518 | 4.14 |
Estimation Period:
Dec 7, 2023 to Jan 23, 2026
Dec 7, 2023 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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