Vaneck Cmci Commodity Stregy APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.47% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 4.31 | |
| 0.0877 | 10.58 | |
| 0.8914 | 57.78 | |
| -0.5092 | -4.20 | |
| 0.5960 | 6.39 |
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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