iShares S&P GSCI Commodity Indexed Trust APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.27%
increased by 0.31%
1 Week
27.23%
increased by 0.27%
1 Month
27.08%
increased by 0.12%
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 | |
|---|---|---|
| 0.0220 | 15.50 | |
| 0.0794 | 21.09 | |
| 0.9198 | 268.38 | |
| 0.1248 | 5.00 | |
| 1.5503 | 28.02 |
Estimation Period:
Jul 21, 2006 to Jun 5, 2026
Jul 21, 2006 to Jun 5, 2026
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