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V-Lab

iShares Bloomberg Roll Select Commodity Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.49% (-0.94%)
Analysis last updated: Friday, February 6, 2026 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iShares Bloomberg Roll Select Commodity Strategy ETF SGARCH
paramt-stat
ω0.57393.18
α0.07252.38
β0.74587.58
γ1-1.7097-0.87
γ23.22641.14
γ3-2.6171-1.52
γ41.65701.20
γ5-0.2876-0.26
γ6-1.9694-1.87
γ72.49772.39
γ80.49230.43
γ9-3.4688-2.30
γ108.40673.31
Estimation Period:
Apr 5, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts