Vaneck Cmci Commodity Stregy GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.89% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 5.14 | |
| 0.0500 | 7.30 | |
| 0.8834 | 47.51 |
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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