VanEck Commodity Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.35% (+5.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 4.59 | |
| 0.3012 | 12.20 | |
| 0.8107 | 33.40 | |
| -0.0277 | -1.26 |
Estimation Period:
Dec 22, 2022 to Feb 6, 2026
Dec 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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