V-Lab: Hartford Schroders Commodity Strategy ETF AGARCH Volatility Analysis

V-Lab

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V-Lab

Hartford Schroders Commodity Strategy ETF AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:11.47% (+0.06%)

Analysis last updated: Monday, April 22, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0219	5.02
$α$	0.2395	13.62
$β$	0.8056	104.78
$γ$	0.1383	6.38

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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