iShares S&P GSCI Commodity Indexed Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.88% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8800 | 6.18 | |
| 0.0743 | 5.49 | |
| 0.9044 | 58.04 | |
| -0.1055 | -3.66 | |
| 0.1771 | 4.08 | |
| -0.1037 | -3.75 | |
| 0.0394 | 2.23 |
Estimation Period:
Jul 21, 2006 to Feb 13, 2026
Jul 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares S&P GSCI Commodity Indexed Trust Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs