iShares S&P GSCI Commodity Indexed Trust APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:21.09% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 15.51 | |
| 0.0782 | 18.89 | |
| 0.9206 | 246.27 | |
| 0.1589 | 5.36 | |
| 1.4952 | 27.28 |
Estimation Period:
Jul 21, 2006 to Feb 20, 2026
Jul 21, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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