iShares S&P GSCI Commodity Indexed Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.03%
increased by 0.32%
1 Week
27.96%
increased by 0.25%
1 Month
27.59%
decreased by 0.12%
Analysis last updated: Tuesday, June 9, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0457 | 8.09 | |
| 0.8739 | 163.69 | |
| 0.0419 | 9.19 | |
| 0.2729 | 0.23 | |
| 0.8697 | 0.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 21, 2006 to Jun 5, 2026
Jul 21, 2006 to Jun 5, 2026
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