United States Commodity Index Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.68% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 17.40 | |
| 0.0896 | 24.88 | |
| 0.8988 | 262.74 |
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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