Hartford Schroders Commodity Strategy ETF GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 24th, 2025):
1 Day
14.20%
1 Week
14.26%
1 Month
14.46%
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 | |
|---|---|---|
| 0.0049 | 0.87 | |
| 0.0480 | 3.02 | |
| 0.9725 | 280.03 | |
| -0.0460 | -2.14 |
Estimation Period:
Sep 15, 2021 to Jun 20, 2025
Sep 15, 2021 to Jun 20, 2025
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