iShares S&P GSCI Commodity Indexed Trust APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.34% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 15.51 | |
| 0.0781 | 18.88 | |
| 0.9206 | 246.07 | |
| 0.1583 | 5.35 | |
| 1.4955 | 27.26 |
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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