Global X Gold Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.51% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 7.05 | |
| 0.2149 | 16.17 | |
| 0.9561 | 274.50 | |
| 0.0025 | 0.18 |
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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