VanEck Commodity Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.65% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1807 | 6.51 | |
| 0.1122 | 5.56 | |
| 0.8728 | 37.13 | |
| 5.5149 | 1.61 |
Estimation Period:
Dec 22, 2022 to Feb 13, 2026
Dec 22, 2022 to Feb 13, 2026
Other VanEck Commodity Strategy ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs