Ishares Gold Bullion ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.90% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 11.15 | |
| 0.1296 | 12.65 | |
| 0.8666 | 94.55 | |
| -0.0514 | -3.55 |
Estimation Period:
Mar 31, 2011 to Feb 6, 2026
Mar 31, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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