iShares S&P GSCI Commodity Indexed Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.00% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 10.78 | |
| 0.1515 | 17.81 | |
| 0.9850 | 1,004.04 | |
| -0.0313 | -4.64 |
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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