iShares GSCI Commodity Dynamic GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.94% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 15.70 | |
| 0.1006 | 15.99 | |
| 0.8653 | 128.53 |
Estimation Period:
Oct 16, 2014 to Feb 6, 2026
Oct 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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