Vaneck Cmci Commodity Stregy GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.91% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6494 | 7.19 | |
| 0.1242 | 3.28 | |
| 0.6926 | 16.22 | |
| 4.8579 | 1.17 |
Estimation Period:
Aug 24, 2023 to Feb 6, 2026
Aug 24, 2023 to Feb 6, 2026
Other Vaneck Cmci Commodity Stregy Analyses
Other GAS-GARCH Student T Analyses on ETFs