iShares S&P GSCI Commodity Indexed Trust GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.53%
increased by 0.15%
1 Week
27.49%
increased by 0.11%
1 Month
27.36%
decreased by 0.02%
Analysis last updated: Tuesday, June 9, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3874 | 5.11 | |
| 0.0608 | 36.12 | |
| 0.9937 | 755.65 | |
| 8.2057 | 4.57 |
Estimation Period:
Jul 21, 2006 to Jun 5, 2026
Jul 21, 2006 to Jun 5, 2026
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