United States Commodity Index Fund AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.42% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 17.81 | |
| 0.0921 | 25.40 | |
| 0.8955 | 261.31 | |
| 0.0165 | 1.01 |
Estimation Period:
Aug 10, 2010 to Feb 6, 2026
Aug 10, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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