Ishares Gold Bullion ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.12% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0590 | 7.30 | |
| 0.0888 | 3.97 | |
| 0.8514 | 28.22 | |
| -0.0274 | -1.72 | |
| 0.0524 | 2.36 | |
| -0.0344 | -3.37 |
Estimation Period:
May 28, 2009 to Feb 13, 2026
May 28, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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