Castellan Targetd Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.90% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2155 | 26.77 | |
| 0.0835 | 0.75 | |
| 0.2036 | 0.89 | |
| 200.0000 | 0.01 |
Estimation Period:
Jun 19, 2025 to Jan 23, 2026
Jun 19, 2025 to Jan 23, 2026
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