iShares GSCI Commodity Dynamic MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.46% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0824 | 10.65 | |
| 0.8261 | 90.91 | |
| 0.0274 | 3.12 | |
| 0.1711 | 0.77 | |
| 0.3862 | 0.78 | |
| 0.4774 | 0.71 |
Estimation Period:
Oct 16, 2014 to Feb 6, 2026
Oct 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares GSCI Commodity Dynamic Analyses
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