iShares S&P GSCI Commodity Indexed Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.67% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3045 | 5.12 | |
| 0.0604 | 35.08 | |
| 0.9934 | 717.81 | |
| 8.2455 | 4.42 |
Estimation Period:
Jul 21, 2006 to Feb 6, 2026
Jul 21, 2006 to Feb 6, 2026
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