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	param	t-stat
$ω$	0.0455	15.52
$α$	0.1087	15.80
$β$	0.8737	124.94
$γ$	0.1088	3.09
$δ$	1.4608	21.14

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iShares GSCI Commodity Dynamic APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.83% (-1.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares GSCI Commodity Dynamic Analyses