iShares Gold Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.77% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 11.98 | |
| 0.0761 | 14.35 | |
| 0.9306 | 259.01 | |
| -0.0310 | -3.78 |
Estimation Period:
Jan 28, 2005 to Feb 20, 2026
Jan 28, 2005 to Feb 20, 2026
News Impact Curve
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