iShares Gold Trust GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.67% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 13.86 | |
| 0.0620 | 19.21 | |
| 0.9287 | 285.41 |
Estimation Period:
Jan 28, 2005 to Feb 20, 2026
Jan 28, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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