iShares GSCI Commodity Dynamic Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.28% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3733 | 4.04 | |
| 0.0977 | 3.59 | |
| 0.8348 | 21.83 | |
| -0.0147 | -0.15 | |
| 0.1656 | 1.18 | |
| -0.2844 | -3.09 | |
| 0.1795 | 2.70 |
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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