iShares S&P GSCI Commodity Indexed Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.70% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2984 | 5.11 | |
| 0.0602 | 35.02 | |
| 0.9935 | 718.33 | |
| 8.2485 | 4.41 |
Estimation Period:
Jul 21, 2006 to Feb 20, 2026
Jul 21, 2006 to Feb 20, 2026
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