iShares Gold Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.57%
increased by 0.03%
1 Week
21.53%
decreased by 0.01%
1 Month
21.37%
decreased by 0.17%
Analysis last updated: Tuesday, June 9, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 12.44 | |
| 0.0751 | 14.30 | |
| 0.9309 | 264.39 | |
| -0.0302 | -3.72 |
Estimation Period:
Jan 28, 2005 to Jun 5, 2026
Jan 28, 2005 to Jun 5, 2026
Other GJR-GARCH Analyses on ETFs