iShares Gold Trust GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.58% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 13.84 | |
| 0.0625 | 19.17 | |
| 0.9283 | 284.07 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
News Impact Curve
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