Castellan Targetd Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.57% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 3.37 | |
| -0.0255 | -0.45 | |
| 0.8931 | 75.77 | |
| -0.2980 | -14.02 |
Estimation Period:
Jun 19, 2025 to Feb 6, 2026
Jun 19, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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