Vaneck Cmci Commodity Stregy AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.91% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 5.13 | |
| 0.0700 | 8.48 | |
| 0.8730 | 47.47 | |
| -0.2646 | -3.92 |
Estimation Period:
Aug 24, 2023 to Feb 6, 2026
Aug 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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