Teucrium Wheat Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.28% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 15.98 | |
| 0.0743 | 13.12 | |
| 0.9153 | 284.77 | |
| -0.0259 | -3.12 |
Estimation Period:
Sep 19, 2011 to Feb 13, 2026
Sep 19, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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