iShares S&P GSCI Commodity Indexed Trust GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.30% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 15.41 | |
| 0.0734 | 22.92 | |
| 0.9169 | 283.79 |
Estimation Period:
Jul 21, 2006 to Feb 6, 2026
Jul 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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