iShares Gold Trust GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.85%
decreased by 0.91%
1 Week
26.74%
decreased by 1.02%
1 Month
26.32%
decreased by 1.44%
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 | |
|---|---|---|
| 0.0129 | 12.45 | |
| 0.0746 | 14.30 | |
| 0.9312 | 268.60 | |
| -0.0289 | -3.57 |
Estimation Period:
Jan 28, 2005 to Jun 12, 2026
Jan 28, 2005 to Jun 12, 2026
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