iShares S&P GSCI Commodity Indexed Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.27% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8806 | 6.18 | |
| 0.0742 | 5.50 | |
| 0.9046 | 58.16 | |
| -0.1053 | -3.65 | |
| 0.1767 | 4.07 | |
| -0.1037 | -3.75 | |
| 0.0393 | 2.23 |
Estimation Period:
Jul 21, 2006 to Feb 20, 2026
Jul 21, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares S&P GSCI Commodity Indexed Trust Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs