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	param	t-stat
$m$	81
$α$	0.1521	9.81
$β$	0.7125	37.30
$γ$	-0.0551	-2.99
$λ_{1}$	0.2136	1.87
$λ_{2}$	0.3402	2.98
$λ_{3}$	0.5049	2.58

V-Lab

IShares Commodity Curve Carry Strategy ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IShares Commodity Curve Carry Strategy ETF Analyses