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	param	t-stat
$ω$	0.0421	11.04
$α$	0.0968	14.27
$β$	0.8697	116.55
$γ$	0.2655	6.62

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iShares GSCI Commodity Dynamic AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.91% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares GSCI Commodity Dynamic Analyses