iShares Bloomberg Roll Select Commodity Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.49% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5739 | 3.18 | |
| 0.0725 | 2.38 | |
| 0.7458 | 7.58 | |
| -1.7097 | -0.87 | |
| 3.2264 | 1.14 | |
| -2.6171 | -1.52 | |
| 1.6570 | 1.20 | |
| -0.2876 | -0.26 | |
| -1.9694 | -1.87 | |
| 2.4977 | 2.39 | |
| 0.4923 | 0.43 | |
| -3.4688 | -2.30 | |
| 8.4067 | 3.31 |
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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