Ishares Gold Bullion ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.91% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 14.80 | |
| 0.0982 | 11.25 | |
| 0.8859 | 142.59 | |
| -0.0328 | -2.47 |
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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