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	param	t-stat
$ω$	0.0225	15.51
$α$	0.0784	18.88
$β$	0.9203	245.27
$γ$	0.1580	5.36
$δ$	1.4968	27.30

V-Lab

iShares S&P GSCI Commodity Indexed Trust APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.91% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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