Castellan Targetd Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.49% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9158 | 3.94 | |
| 0.0000 | 0.00 | |
| 0.9831 | 11.68 | |
| -1.1007 | -1.26 |
Estimation Period:
Jun 19, 2025 to Jan 23, 2026
Jun 19, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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