United States 12 Month Oil Fund LP EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.92% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 12.26 | |
| 0.1805 | 16.99 | |
| 0.9778 | 610.39 | |
| -0.0574 | -6.98 |
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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