Harbor Commodity All Weather Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.42% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 7.44 | |
| 0.0428 | 2.65 | |
| 0.9413 | 175.54 | |
| -0.0040 | -0.18 |
Estimation Period:
Feb 10, 2022 to Feb 6, 2026
Feb 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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