iShares Gold Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.23% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 7.71 | |
| 0.0575 | 16.92 | |
| 0.9328 | 269.45 | |
| -0.2164 | -7.30 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on ETFs