iShares S&P GSCI Commodity Indexed Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.62% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2935 | 5.11 | |
| 0.0601 | 35.01 | |
| 0.9934 | 716.25 | |
| 8.2451 | 4.41 |
Estimation Period:
Jul 21, 2006 to Feb 13, 2026
Jul 21, 2006 to Feb 13, 2026
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