Skip to main content
V-Lab
V-Lab
Castleark Large Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:19.20% (-0.47%)
Analysis last updated: Monday, December 15, 2025 at 10:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Castleark Large Growth ETF MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.875930.53
γ0.14489.05
λ10.56060.13
λ20.07400.16
λ30.59070.20
Estimation Period:
Dec 7, 2023 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts