AdvisorShares Pure US Cannabis ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.75% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4342 | 6.75 | |
| 0.0832 | 11.14 | |
| 0.8667 | 97.43 | |
| 0.1003 | 5.17 |
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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