iShares Gold Trust GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.05%
decreased by 1.13%
1 Week
26.93%
decreased by 1.25%
1 Month
26.46%
decreased by 1.72%
Analysis last updated: Friday, June 12, 2026 at 11:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2719 | 4.39 | |
| 0.0482 | 29.45 | |
| 0.9918 | 496.66 | |
| 5.7204 | 5.68 |
Estimation Period:
Jan 28, 2005 to Jun 12, 2026
Jan 28, 2005 to Jun 12, 2026
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