GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.69% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8850 | 4.89 | |
| 0.0604 | 17.23 | |
| 0.9848 | 340.54 | |
| 6.3207 | 3.37 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
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