iShares Gold Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.81% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 11.98 | |
| 0.0766 | 14.38 | |
| 0.9303 | 257.70 | |
| -0.0309 | -3.76 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
News Impact Curve
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