iShares S&P GSCI Commodity Indexed Trust Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.20%
decreased by 0.02%
1 Week
26.23%
increased by 0.01%
1 Month
26.33%
increased by 0.11%
Analysis last updated: Tuesday, June 9, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1952 | 6.64 | |
| 0.0731 | 6.05 | |
| 0.9160 | 75.04 | |
| 0.0032 | 1.28 |
Estimation Period:
Jul 21, 2006 to Jun 5, 2026
Jul 21, 2006 to Jun 5, 2026
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