iPath Bloomberg Commodity Index Total Return ETN GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.01% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 13.78 | |
| 0.0571 | 23.97 | |
| 0.9351 | 362.99 |
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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