United States 12 Month Oil Fund LP AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.62% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 6.36 | |
| 0.0968 | 23.64 | |
| 0.8888 | 232.17 | |
| 0.6280 | 13.84 |
Estimation Period:
Dec 6, 2007 to Feb 6, 2026
Dec 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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