Castellan Targetd Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.98% (+12.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3018 | 17.68 | |
| 0.6485 | 35.96 | |
| 0.0641 | 13.15 | |
| 10.0000 | 5.07 | |
| 0.3995 | 2.67 | |
| 0.6005 | 5.10 |
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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