iShares Bloomberg Roll Select Commodity Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.37% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9236 | 7.13 | |
| 0.0612 | 37.09 | |
| 0.9925 | 756.51 | |
| 3.7721 | 37.48 |
Estimation Period:
Apr 5, 2018 to Feb 6, 2026
Apr 5, 2018 to Feb 6, 2026
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