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V-Lab

Roundhill Cannabis ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:143.50% (-0.25%)
Analysis last updated: Thursday, February 12, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Roundhill Cannabis ETF S0GARCH
paramt-stat
ω0.70085.31
α0.09472.71
β0.60374.28
γ113.71272.66
γ2-31.5585-2.87
γ334.05582.65
γ4-22.0608-1.98
γ54.14140.43
γ64.69330.38
γ7-8.1955-0.51
γ811.65370.90
γ9-7.1359-0.91
γ10-1.6110-0.25
Estimation Period:
Apr 20, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts