Goldman Sachs Physical Gold ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.76% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0625 | 5.62 | |
| 0.0742 | 17.04 | |
| 0.9717 | 163.09 | |
| 6.1041 | 2.84 |
Estimation Period:
Aug 15, 2018 to Feb 13, 2026
Aug 15, 2018 to Feb 13, 2026
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