Goldman Sachs Physical Gold ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.09% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 13.64 | |
| 0.0948 | 15.58 | |
| 0.8761 | 153.19 | |
| -0.2828 | -10.80 | |
| 1.7411 | 15.30 |
Estimation Period:
Aug 15, 2018 to Feb 6, 2026
Aug 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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