United States 12 Month Oil Fund LP MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.00% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0424 | 6.71 | |
| 0.8744 | 139.81 | |
| 0.0911 | 12.19 | |
| 0.0122 | 8.05 | |
| 0.0272 | 9.21 | |
| 0.9690 | 296.52 |
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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