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{type} for {date}

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	param	t-stat
$ω$	0.8815	6.37
$α$	0.0747	5.49
$β$	0.9022	55.83
$γ_{1}$	-0.1006	-3.61
$γ_{2}$	0.1659	3.95
$γ_{3}$	-0.0821	-2.77
$γ_{4}$	-0.0208	-0.45

V-Lab

iShares S&P GSCI Commodity Indexed Trust Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:18.68% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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