iShares Gold Trust GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.03%
increased by 0.15%
1 Week
22.96%
increased by 0.08%
1 Month
22.70%
decreased by 0.18%
Analysis last updated: Tuesday, June 9, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 14.60 | |
| 0.0618 | 19.30 | |
| 0.9283 | 288.73 |
Estimation Period:
Jan 28, 2005 to Jun 5, 2026
Jan 28, 2005 to Jun 5, 2026
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