Goldman Sachs Physical Gold ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.83% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 10.06 | |
| 0.1422 | 8.05 | |
| 0.8716 | 144.05 | |
| -0.0949 | -4.52 |
Estimation Period:
Aug 15, 2018 to Feb 13, 2026
Aug 15, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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