V-Lab
V-Lab
iShares Gold Trust Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.78% (+0.22%)

Analysis last updated: Wednesday, May 1, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Gold Trust AMEM
paramt-stat
ω0.014817.32
α0.108025.34
β0.8930325.19
γ-0.0233-3.98
Estimation Period:
Jan 28, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts