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	param	t-stat
$ω$	0.8912	6.06
$α$	0.0745	5.69
$β$	0.9059	60.90
$γ_{1}$	-0.1008	-3.47
$γ_{2}$	0.1708	3.89
$γ_{3}$	-0.1022	-3.63
$γ_{4}$	0.0393	2.18

V-Lab

iShares S&P GSCI Commodity Indexed Trust Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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Volatility Forecast

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