V-Lab
V-Lab
iShares Gold Trust Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:22.34% (-0.96%)

Analysis last updated: Monday, April 22, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Gold Trust AMEM
paramt-stat
ω0.014717.27
α0.108325.39
β0.8928325.12
γ-0.0234-3.98
Estimation Period:
Jan 28, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts