VanEck Commodity Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.72% (+6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9424 | 7.69 | |
| 0.1730 | 3.07 | |
| 0.6140 | 5.63 | |
| -0.0188 | -0.51 |
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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