Harbor Commodity All Weather Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.49% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.4850 | 8.70 | |
| 0.1005 | 0.98 | |
| 0.0857 | 0.15 | |
| 0.1744 | 0.14 | |
| 0.7275 | 0.36 |
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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