Castellan Targetd Equity ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.56% (+12.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6191 | 4.77 | |
| 0.2310 | 7.90 | |
| 0.3611 | 3.62 |
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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