iShares S&P GSCI Commodity Indexed Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.90% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0416 | 6.55 | |
| 0.8612 | 149.10 | |
| 0.0535 | 9.79 | |
| 0.2618 | 0.23 | |
| 0.8672 | 0.22 | |
| 0.0000 | 0.00 |
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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