iShares S&P GSCI Commodity Indexed Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.33% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 14.72 | |
| 0.0558 | 9.66 | |
| 0.9174 | 274.18 | |
| 0.0306 | 3.60 |
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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