Ishares Gold Bullion ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.29% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 12.91 | |
| 0.0767 | 15.57 | |
| 0.8921 | 153.01 | |
| -0.1764 | -5.52 |
Estimation Period:
May 28, 2009 to Feb 6, 2026
May 28, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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