Harbor Commodity All Weather Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.87% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9252 | 4.85 | |
| 0.0849 | 1.86 | |
| 0.6935 | 5.26 | |
| 0.3127 | 0.87 | |
| 0.2325 | 0.44 | |
| -0.8153 | -2.55 |
Estimation Period:
Feb 10, 2022 to Feb 6, 2026
Feb 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Harbor Commodity All Weather Strategy ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs