Roundhill Cannabis ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.40% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8252 | 9.82 | |
| 0.2043 | 10.41 | |
| 0.7534 | 46.76 | |
| -0.0976 | -3.12 |
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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