V-Lab
V-Lab

iShares Gold Trust MEM Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:14.12% (-0.53%)

Analysis last updated: Wednesday, March 27, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Gold Trust MEM
paramt-stat
ω0.01585.75
α0.096127.22
β0.8919320.37
Estimation Period:
Jan 28, 2005 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts