United States Commodity Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.69% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 17.58 | |
| 0.0897 | 10.86 | |
| 0.8989 | 262.36 | |
| -0.0001 | -0.01 |
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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