iShares S&P GSCI Commodity Indexed Trust GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.92%
decreased by 0.02%
1 Week
25.91%
decreased by 0.03%
1 Month
25.86%
decreased by 0.08%
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 | |
|---|---|---|
| 0.0233 | 15.51 | |
| 0.0738 | 23.68 | |
| 0.9170 | 292.77 |
Estimation Period:
Jul 21, 2006 to Jun 5, 2026
Jul 21, 2006 to Jun 5, 2026
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