GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.92% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 9.48 | |
| 0.0970 | 5.05 | |
| 0.9011 | 107.95 | |
| -0.0227 | -1.05 |
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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