Global X Gold Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.79% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 5.01 | |
| 0.0605 | 7.12 | |
| 0.9411 | 150.72 | |
| -0.0140 | -1.15 |
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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