Global X Gold Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.63% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 4.53 | |
| 0.0505 | 10.95 | |
| 0.9442 | 168.36 | |
| -0.1070 | -2.63 |
Estimation Period:
Dec 20, 2010 to Feb 6, 2026
Dec 20, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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