Roundhill Cannabis ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.60% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4407 | 9.62 | |
| 0.3000 | 19.53 | |
| 0.8696 | 60.14 | |
| 0.0646 | 4.27 |
Estimation Period:
Apr 20, 2022 to Feb 6, 2026
Apr 20, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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