United States 12 Month Oil Fund LP GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.08% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 16.92 | |
| 0.0607 | 8.76 | |
| 0.8959 | 221.59 | |
| 0.0633 | 6.29 |
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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