iShares Gold Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:44.18% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 7.69 | |
| 0.0572 | 16.96 | |
| 0.9331 | 270.78 | |
| -0.2173 | -7.30 |
Estimation Period:
Jan 28, 2005 to Feb 13, 2026
Jan 28, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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