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Vaneck Cmci Commodity Stregy Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.62% (-0.03%)
Analysis last updated: Monday, February 9, 2026 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vaneck Cmci Commodity Stregy S0GARCH
paramt-stat
ω0.53632.79
α0.12801.84
β0.03710.15
γ1-35.1006-2.24
γ252.77482.50
γ3-24.8082-2.04
γ417.15821.31
γ5-23.0022-1.76
γ617.98301.60
γ7-16.7272-1.02
γ840.85592.23
γ9-45.9608-2.90
Estimation Period:
Aug 24, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts