Doubleline Commodity STR ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.08% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1073 | -6.21 | |
| 0.3818 | 11.22 | |
| 0.6934 | 16.23 | |
| -0.0176 | -0.60 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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