V-Lab
iShares S&P GSCI Commodity Indexed Trust APARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:13.04% (-0.15%)
Analysis last updated: Tuesday, April 23, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 14.97 | |
| 0.0742 | 15.82 | |
| 0.9258 | 231.05 | |
| 0.2001 | 5.41 | |
| 1.4749 | 26.28 |
Estimation Period:
Jul 21, 2006 to Apr 19, 2024
Jul 21, 2006 to Apr 19, 2024
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