iShares S&P GSCI Commodity Indexed Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.08% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8803 | 6.17 | |
| 0.0746 | 5.49 | |
| 0.9041 | 57.93 | |
| -0.1057 | -3.66 | |
| 0.1773 | 4.07 | |
| -0.1036 | -3.74 | |
| 0.0391 | 2.21 |
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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