Ishares Gold Bullion ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.23% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2780 | 5.52 | |
| 0.1025 | 3.49 | |
| 0.8191 | 18.02 | |
| -0.0913 | -0.68 | |
| 0.1819 | 0.90 | |
| -0.2589 | -1.58 | |
| 0.4991 | 3.10 | |
| -0.6676 | -4.12 | |
| 0.6039 | 3.71 | |
| -0.3856 | -3.37 |
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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