GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.29% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 2.57 | |
| 0.1756 | 12.27 | |
| 0.9822 | 486.01 | |
| 0.0055 | 0.35 |
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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