V-Lab
iShares S&P GSCI Commodity Indexed Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:15.57% (+2.01%)
Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1221 | 5.70 | |
| 0.0674 | 5.59 | |
| 0.9254 | 79.03 | |
| 0.0003 | 0.25 |
Estimation Period:
Jul 21, 2006 to Apr 26, 2024
Jul 21, 2006 to Apr 26, 2024
News Impact Curve
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