iShares GSCI Commodity Dynamic GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.98% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3902 | 6.44 | |
| 0.0829 | 18.98 | |
| 0.9767 | 238.63 | |
| 6.9510 | 3.62 |
Estimation Period:
Oct 16, 2014 to Feb 6, 2026
Oct 16, 2014 to Feb 6, 2026
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