Castellan Targeted Incme ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.15% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1144 | -7.15 | |
| -0.2703 | -8.80 | |
| 0.8173 | 30.29 | |
| 0.0051 | 0.19 |
Estimation Period:
Jun 26, 2025 to Feb 6, 2026
Jun 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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