Hartford Schroders Commodity Strategy ETF EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 24th, 2025):
1 Day
15.51%
1 Week
15.46%
1 Month
15.29%
Analysis last updated: Tuesday, March 31, 2026 at 12:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0030 | -0.05 | |
| -0.0376 | -0.05 | |
| 0.9984 | 24,960.18 | |
| 0.0686 | 0.06 |
Estimation Period:
Sep 15, 2021 to Jun 20, 2025
Sep 15, 2021 to Jun 20, 2025
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