V-Lab: Hartford Schroders Commodity Strategy ETF GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hartford Schroders Commodity Strategy ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:10.52% (-0.55%)

Analysis last updated: Wednesday, April 24, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0484	9.09
$α$	0.1799	6.51
$β$	0.8010	91.52
$γ$	0.0383	0.56

Estimation Period:
Sep 16, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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