GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.71% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7535 | 4.54 | |
| 0.0690 | 2.57 | |
| 0.8681 | 15.47 | |
| 0.1956 | 0.52 | |
| -0.2182 | -0.41 | |
| 0.2270 | 0.62 | |
| -0.9351 | -2.39 | |
| 1.5407 | 3.29 | |
| -1.1476 | -2.66 |
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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