Hartford Schroders Commodity Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 24th, 2025):
1 Day
29.77%
1 Week
26.75%
1 Month
21.28%
Analysis last updated: Tuesday, March 31, 2026 at 12:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7065 | 5.95 | |
| 0.0966 | 2.33 | |
| 0.7346 | 6.30 | |
| -2.0713 | -4.64 | |
| 3.3063 | 4.54 | |
| -1.6312 | -3.38 |
Estimation Period:
Sep 15, 2021 to Jun 20, 2025
Sep 15, 2021 to Jun 20, 2025
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