GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.74% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 9.89 | |
| 0.0850 | 9.66 | |
| 0.9003 | 108.45 | |
| -0.0432 | -0.91 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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