Castellan Targeted Incme ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.52% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5162 | 4.82 | |
| 0.0636 | 1.27 | |
| 0.0000 | 0.00 | |
| 0.0297 | 0.31 |
Estimation Period:
Jun 26, 2025 to Jan 23, 2026
Jun 26, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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