iShares S&P GSCI Commodity Indexed Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.61% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 14.71 | |
| 0.0556 | 9.63 | |
| 0.9177 | 275.18 | |
| 0.0305 | 3.59 |
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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