AdvisorShares Pure US Cannabis ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:131.17% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6133 | 5.84 | |
| 0.1882 | 4.32 | |
| 0.5574 | 7.42 | |
| 0.3518 | 1.90 | |
| -0.6422 | -2.13 | |
| 0.7572 | 1.57 |
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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