V-Lab
iShares S&P GSCI Commodity Indexed Trust APARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:15.92% (-0.60%)
Analysis last updated: Thursday, May 2, 2024 at 09:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 14.96 | |
| 0.0741 | 15.82 | |
| 0.9259 | 231.48 | |
| 0.2001 | 5.41 | |
| 1.4772 | 26.29 |
Estimation Period:
Jul 21, 2006 to Apr 26, 2024
Jul 21, 2006 to Apr 26, 2024
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