V-Lab
Hartford Schroders Commodity Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:14.18% (-0.95%)
Analysis last updated: Friday, May 3, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 8.91 | |
| 0.1809 | 6.67 | |
| 0.8042 | 92.56 | |
| 0.0298 | 0.46 |
Estimation Period:
Sep 16, 2021 to May 3, 2024
Sep 16, 2021 to May 3, 2024
News Impact Curve
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