United States Commodity Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.40% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4892 | 8.42 | |
| 0.1034 | 5.35 | |
| 0.8358 | 32.90 | |
| 0.0417 | 7.19 | |
| -0.0537 | -7.47 |
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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