GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.02% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 9.84 | |
| 0.0852 | 9.56 | |
| 0.9006 | 109.51 |
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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