iShares Gold Trust EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.02% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 8.43 | |
| 0.1445 | 16.70 | |
| 0.9860 | 830.71 | |
| 0.0164 | 2.58 |
Estimation Period:
Jan 28, 2005 to Feb 13, 2026
Jan 28, 2005 to Feb 13, 2026
News Impact Curve
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