Vaneck Cmci Commodity Stregy Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.62% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5363 | 2.79 | |
| 0.1280 | 1.84 | |
| 0.0371 | 0.15 | |
| -35.1006 | -2.24 | |
| 52.7748 | 2.50 | |
| -24.8082 | -2.04 | |
| 17.1582 | 1.31 | |
| -23.0022 | -1.76 | |
| 17.9830 | 1.60 | |
| -16.7272 | -1.02 | |
| 40.8559 | 2.23 | |
| -45.9608 | -2.90 |
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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