Doubleline Commodity STR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.05% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1936 | 9.22 | |
| 0.1972 | 6.48 | |
| 0.5471 | 14.14 | |
| -0.0218 | -0.36 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Doubleline Commodity STR ETF Analyses
Other GJR-GARCH Analyses on ETFs