iShares S&P GSCI Commodity Indexed Trust AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.82%
decreased by 0.47%
1 Week
25.79%
decreased by 0.50%
1 Month
25.69%
decreased by 0.60%
Analysis last updated: Tuesday, June 9, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 11.26 | |
| 0.0752 | 24.09 | |
| 0.9131 | 292.93 | |
| 0.2725 | 9.06 |
Estimation Period:
Jul 21, 2006 to Jun 5, 2026
Jul 21, 2006 to Jun 5, 2026
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