iMGP DBi Managed Futures Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.45% (+5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8923 | 4.42 | |
| 0.1421 | 3.79 | |
| 0.6815 | 9.12 | |
| 0.0367 | 0.03 | |
| 0.3192 | 0.16 | |
| -0.7371 | -0.71 | |
| -0.3269 | -0.39 | |
| 2.0433 | 2.70 | |
| -3.0171 | -3.91 | |
| 5.6507 | 4.13 |
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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