iShares S&P GSCI Commodity Indexed Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.18% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8812 | 6.34 | |
| 0.0750 | 5.49 | |
| 0.9020 | 55.82 | |
| -0.1014 | -3.61 | |
| 0.1669 | 3.95 | |
| -0.0823 | -2.76 | |
| -0.0193 | -0.42 |
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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