Vaneck Cmci Commodity Stregy GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.75% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 4.83 | |
| 0.0353 | 2.09 | |
| 0.8898 | 46.99 | |
| 0.0165 | 0.71 |
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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