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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%)
Analysis last updated: Friday, February 6, 2026 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF S0GARCH
paramt-stat
ω0.75354.54
α0.06902.57
β0.868115.47
γ10.19560.52
γ2-0.2182-0.41
γ30.22700.62
γ4-0.9351-2.39
γ51.54073.29
γ6-1.1476-2.66
Estimation Period:
May 24, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts