Ishares Gold Bullion ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.25% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 7.70 | |
| 0.1876 | 16.23 | |
| 0.9612 | 324.09 | |
| 0.0133 | 1.49 |
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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