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	param	t-stat
$ω$	0.0499	16.08
$α$	0.0896	7.81
$β$	0.8653	128.21
$γ$	0.0201	1.15

V-Lab

iShares GSCI Commodity Dynamic GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:23.49% (-1.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares GSCI Commodity Dynamic Analyses