iShares S&P GSCI Commodity Indexed Trust AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:22.74% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 10.43 | |
| 0.0741 | 23.17 | |
| 0.9129 | 283.07 | |
| 0.3084 | 9.95 |
Estimation Period:
Jul 21, 2006 to Feb 13, 2026
Jul 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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