V-Lab
Hartford Schroders Commodity Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:11.97% (-0.42%)
Analysis last updated: Monday, April 22, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 6.56 | |
| 0.2734 | 17.51 | |
| 0.9780 | 219.38 | |
| 0.0155 | 0.67 |
Estimation Period:
Sep 16, 2021 to Apr 19, 2024
Sep 16, 2021 to Apr 19, 2024
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