VanEck Commodity Strategy ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.30% (+6.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2669 | 10.05 | |
| 0.1720 | 11.67 | |
| 0.6086 | 21.60 |
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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