V-Lab
Hartford Schroders Commodity Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:12.64% (-0.38%)
Analysis last updated: Friday, May 3, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 6.51 | |
| 0.2669 | 17.07 | |
| 0.9778 | 214.62 | |
| 0.0180 | 0.79 |
Estimation Period:
Sep 16, 2021 to May 3, 2024
Sep 16, 2021 to May 3, 2024
News Impact Curve
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