Harbor Commodity All Weather Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.59% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8940 | 6.97 | |
| 0.0842 | 1.97 | |
| 0.7001 | 5.79 | |
| 0.3513 | 4.54 |
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 Spline-GARCH Analyses on ETFs