iShares Gold Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:34.98% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 8.37 | |
| 0.1442 | 16.68 | |
| 0.9858 | 822.19 | |
| 0.0163 | 2.57 |
Estimation Period:
Jan 28, 2005 to Feb 27, 2026
Jan 28, 2005 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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