iShares S&P GSCI Commodity Indexed Trust GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.79% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 15.39 | |
| 0.0730 | 22.96 | |
| 0.9173 | 285.31 |
Estimation Period:
Jul 21, 2006 to Feb 20, 2026
Jul 21, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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