Castellan Targetd Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.31% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4194 | 6.81 | |
| 0.0000 | 0.00 | |
| 0.5416 | 10.50 | |
| 0.4926 | 5.24 |
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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