V-Lab: Hartford Schroders Commodity Strategy ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

Hartford Schroders Commodity Strategy ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:12.07% (+0.78%)

Analysis last updated: Friday, April 19, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6702	2.58
$α$	0.1060	15.13
$β$	0.9840	207.90
$ν$	6	2.77

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

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