VanEck Commodity Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.08% (+7.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0843 | 5.38 | |
| 0.4534 | 7.56 | |
| 0.0601 | 2.54 | |
| 0.6343 | 0.20 | |
| 0.4192 | 0.19 | |
| 0.0000 | 0.00 |
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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