GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.22% (+5.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7068 | 7,067,550.00 | |
| 0.0432 | 432,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3242 | 8.73 | |
| 0.8183 | 19.36 | |
| 0.0000 | 0.00 |
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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