V-Lab
iShares S&P GSCI Commodity Indexed Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:12.51% (-0.22%)
Analysis last updated: Monday, April 29, 2024 at 09:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1221 | 5.70 | |
| 0.0674 | 5.59 | |
| 0.9254 | 79.03 | |
| 0.0003 | 0.25 |
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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