iMGP DBi Managed Futures Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.14% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 13.46 | |
| 0.1534 | 19.43 | |
| 0.7956 | 89.56 | |
| -0.1075 | -3.89 |
Estimation Period:
May 8, 2019 to Feb 6, 2026
May 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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