Castellan Targetd Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.90% (-4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2231 | 3.34 | |
| 0.0984 | 7.23 | |
| 0.6308 | 10.95 | |
| 1.2624 | 23.73 |
Estimation Period:
Jun 19, 2025 to Jan 23, 2026
Jun 19, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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