V-Lab
iShares S&P GSCI Commodity Indexed Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:13.59% (+0.07%)
Analysis last updated: Friday, April 19, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1137 | 5.67 | |
| 0.0675 | 5.59 | |
| 0.9253 | 78.81 | |
| 0.0003 | 0.20 |
Estimation Period:
Jul 21, 2006 to Apr 19, 2024
Jul 21, 2006 to Apr 19, 2024
News Impact Curve
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