IShares Commodity Curve Carry Strategy ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1275 | 9.42 | |
| 0.1474 | 5.59 | |
| 0.7823 | 58.26 | |
| -0.0376 | -1.03 |
Estimation Period:
Sep 3, 2020 to Aug 15, 2025
Sep 3, 2020 to Aug 15, 2025
News Impact Curve
Volatility Forecasts
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