iShares S&P GSCI Commodity Indexed Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.88% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 10.45 | |
| 0.0744 | 23.16 | |
| 0.9126 | 281.84 | |
| 0.3079 | 9.96 |
Estimation Period:
Jul 21, 2006 to Feb 6, 2026
Jul 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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