V-Lab
Hartford Schroders Commodity Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:10.64% (+0.12%)
Analysis last updated: Thursday, April 25, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 9.09 | |
| 0.1799 | 6.51 | |
| 0.8010 | 91.52 | |
| 0.0383 | 0.56 |
Estimation Period:
Sep 16, 2021 to Apr 19, 2024
Sep 16, 2021 to Apr 19, 2024
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