iShares Bloomberg Roll Select Commodity Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.01% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 10.93 | |
| 0.0930 | 13.59 | |
| 0.8630 | 102.89 | |
| 0.2442 | 4.19 |
Estimation Period:
Apr 5, 2018 to Feb 6, 2026
Apr 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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