V-Lab
V-Lab
iShares Gold Trust MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.67% (+0.11%)

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 MEM
paramt-stat
ω0.01645.82
α0.098427.52
β0.8894311.94
Estimation Period:
Jan 28, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts