V-Lab
iShares S&P GSCI Commodity Indexed Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:21.79% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3522 | 4.81 | |
| 0.0600 | 35.51 | |
| 0.9937 | 693.90 | |
| 8.1702 | 4.28 |
Estimation Period:
Jul 21, 2006 to May 2, 2025
Jul 21, 2006 to May 2, 2025
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