V-Lab
iShares S&P GSCI Commodity Indexed Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:16.78% (-0.83%)
Analysis last updated: Thursday, May 2, 2024 at 09:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0452 | 6.41 | |
| 0.8513 | 84.25 | |
| 0.0658 | 7.15 | |
| 0.0132 | 3.97 | |
| 0.0552 | 3.18 | |
| 0.9385 | 50.13 |
Estimation Period:
Jul 21, 2006 to Apr 26, 2024
Jul 21, 2006 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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