VanEck Commodity Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.24% (-4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2402 | 10.29 | |
| 0.1611 | 11.32 | |
| 0.6405 | 25.71 | |
| -0.0021 | -0.03 |
Estimation Period:
Dec 22, 2022 to Feb 13, 2026
Dec 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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