V-Lab
V-Lab
Castleark Large Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 14th, 2025:19.92% (-0.27%)
Analysis last updated: Tuesday, May 13, 2025 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Castleark Large Growth ETF MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.772930.64
γ0.242313.87
λ13.05841.35
λ20.00000.00
λ30.00000.00
Estimation Period:
Dec 7, 2023 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts