V-Lab
V-Lab
iShares Gold Trust Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:19.03% (-0.64%)

Analysis last updated: Monday, April 29, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Gold Trust AMEM
paramt-stat
ω0.014817.32
α0.108025.34
β0.8930325.19
γ-0.0233-3.98
Estimation Period:
Jan 28, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts