Sprott Physical Gold and Silver Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:74.81% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0134 | 6.59 | |
| 0.0651 | 6.10 | |
| 0.8945 | 54.44 | |
| -0.1430 | -2.14 | |
| 0.2715 | 2.74 | |
| -0.2195 | -3.35 | |
| 0.1006 | 1.51 | |
| 0.0408 | 0.60 | |
| -0.0787 | -1.17 | |
| -0.0210 | -0.27 | |
| 0.1689 | 1.37 | |
| -0.3049 | -1.44 | |
| 0.5631 | 1.87 |
Estimation Period:
Mar 17, 1992 to Feb 13, 2026
Mar 17, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sprott Physical Gold and Silver Trust Analyses
Other Spline-GARCH Analyses on Closed-end Funds