iPath Bloomberg Commodity Index Total Return ETN AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.92% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 12.76 | |
| 0.0570 | 23.37 | |
| 0.9353 | 357.25 | |
| 0.0542 | 2.34 |
Estimation Period:
Oct 30, 2006 to Feb 6, 2026
Oct 30, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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