iPath Bloomberg Commodity Index Total Return ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.66% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3047 | 6.91 | |
| 0.0512 | 31.54 | |
| 0.9934 | 986.50 | |
| 8.7294 | 4.29 |
Estimation Period:
Oct 30, 2006 to Feb 6, 2026
Oct 30, 2006 to Feb 6, 2026
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