United States 12 Month Oil Fund LP Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.56% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8997 | 5.63 | |
| 0.0950 | 5.30 | |
| 0.8813 | 42.26 | |
| 0.0401 | 4.87 | |
| -0.0665 | -4.40 |
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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