VanEck Commodity Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.89% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1342 | 7.27 | |
| 0.1397 | 2.65 | |
| 0.6171 | 4.22 | |
| 0.2308 | 1.52 |
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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