Roundhill Cannabis ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.13% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7140 | 5.31 | |
| 0.0963 | 2.78 | |
| 0.6140 | 4.62 | |
| 14.5948 | 2.82 | |
| -33.0497 | -3.00 | |
| 35.1702 | 2.73 | |
| -22.9577 | -2.05 | |
| 4.8685 | 0.50 | |
| 3.9177 | 0.32 | |
| -6.8737 | -0.42 | |
| 8.6679 | 0.65 | |
| -0.0208 | -0.00 | |
| -21.0686 | -1.91 |
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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