Neuberger Commodity Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.65% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8870 | 6.28 | |
| 0.1202 | 5.23 | |
| 0.8750 | 37.16 | |
| 6.3083 | 1.32 |
Estimation Period:
Oct 24, 2022 to Feb 6, 2026
Oct 24, 2022 to Feb 6, 2026
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