AdvisorShares Pure US Cannabis ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:76.73% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1048 | 6.15 | |
| 0.2385 | 14.57 | |
| 0.9699 | 169.91 | |
| -0.0174 | -1.36 |
Estimation Period:
Sep 2, 2020 to Feb 6, 2026
Sep 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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