Vaneck Cmci Commodity Stregy EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.86% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 0.67 | |
| 0.1643 | 8.91 | |
| 0.9436 | 54.16 | |
| 0.0436 | 2.40 |
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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