iShares Gold Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.04% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2736 | 4.38 | |
| 0.0483 | 28.96 | |
| 0.9918 | 499.16 | |
| 5.6756 | 5.79 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on ETFs