Goldman Sachs Physical Gold ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.44% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1618 | 19.58 | |
| 0.8500 | 129.51 | |
| -0.1137 | -11.76 | |
| 1.1327 | 64.85 |
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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