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	param	t-stat
$ω$	0.0127	10.80
$α$	0.1520	17.79
$β$	0.9849	1,000.93
$γ$	-0.0312	-4.64

V-Lab

iShares S&P GSCI Commodity Indexed Trust EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.52% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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