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	param	t-stat
$ω$	0.0152	9.84
$α$	0.2032	15.46
$β$	0.9640	409.01
$γ$	-0.0301	-2.72

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iShares GSCI Commodity Dynamic EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.46% (-1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares GSCI Commodity Dynamic Analyses