Goldman Sachs Physical Gold ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.32% (-4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8169 | 7.25 | |
| 0.1149 | 3.88 | |
| 0.8325 | 26.76 | |
| -0.0091 | -2.28 |
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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