GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.53% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7571 | 5.46 | |
| 0.0680 | 2.79 | |
| 0.8750 | 18.52 | |
| 0.1367 | 0.86 | |
| -0.1381 | -0.58 | |
| -0.2815 | -1.38 | |
| 1.0454 | 2.37 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GraniteShares Bloomberg Commodity Broad Strategy no K-1 ETF Analyses
Other Spline-GARCH Analyses on ETFs