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	param	t-stat
$ω$	1.5294	6.05
$α$	0.1015	3.81
$β$	0.8378	24.10
$γ_{1}$	0.0766	3.88
$γ_{2}$	-0.1322	-3.49

V-Lab

iShares GSCI Commodity Dynamic Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.19% (-1.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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