Castellan Targeted Incme ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.95% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8988 | 5.38 | |
| 0.0796 | 1.16 | |
| 0.0000 | 0.00 | |
| -0.7149 | -0.60 |
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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