Roundhill Cannabis ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:143.50% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7008 | 5.31 | |
| 0.0947 | 2.71 | |
| 0.6037 | 4.28 | |
| 13.7127 | 2.66 | |
| -31.5585 | -2.87 | |
| 34.0558 | 2.65 | |
| -22.0608 | -1.98 | |
| 4.1414 | 0.43 | |
| 4.6933 | 0.38 | |
| -8.1955 | -0.51 | |
| 11.6537 | 0.90 | |
| -7.1359 | -0.91 | |
| -1.6110 | -0.25 |
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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