iShares S&P GSCI Commodity Indexed Trust GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
26.44%
decreased by 0.97%
1 Week
26.40%
decreased by 1.01%
1 Month
26.22%
decreased by 1.19%
Analysis last updated: Monday, June 8, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 14.97 | |
| 0.0598 | 10.81 | |
| 0.9173 | 288.63 | |
| 0.0250 | 3.02 |
Estimation Period:
Jul 21, 2006 to Jun 5, 2026
Jul 21, 2006 to Jun 5, 2026
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