iShares Bloomberg Roll Select Commodity Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.00% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| -0.0000 | -0.00 | |
| 0.7704 | 7,703,540.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Apr 5, 2018 to Feb 6, 2026
Apr 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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