iShares S&P GSCI Commodity Indexed Trust GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.34% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 15.40 | |
| 0.0731 | 22.93 | |
| 0.9172 | 284.85 |
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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