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iPath Bloomberg Commodity Index Total Return ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.92% (-0.84%)
Analysis last updated: Friday, February 6, 2026 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Bloomberg Commodity Index Total Return ETN S0GARCH
paramt-stat
ω1.15225.65
α0.05726.08
β0.934791.99
γ10.00060.60
Estimation Period:
Oct 30, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts