VanEck Commodity Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.94% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2483 | 9.71 | |
| 0.1915 | 6.18 | |
| 0.6258 | 22.84 | |
| -0.0360 | -0.84 |
Estimation Period:
Dec 22, 2022 to Feb 13, 2026
Dec 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Commodity Strategy ETF Analyses
Other GJR-GARCH Analyses on ETFs