Goldman Sachs Physical Gold ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.28% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6423 | 6.58 | |
| 0.1026 | 3.98 | |
| 0.8232 | 22.46 | |
| -0.1186 | -2.50 | |
| 0.2615 | 2.79 |
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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