iShares S&P GSCI Commodity Indexed Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.11% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 10.76 | |
| 0.1515 | 17.79 | |
| 0.9850 | 1,004.05 | |
| -0.0312 | -4.63 |
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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