iShares Gold Trust MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.24%
increased by 21.60%
1 Week
194,169.96%
increased by 194,161.32%
1 Month
3,951,727,723,414,152,000,000.00%
increased by 3,951,727,723,414,152,000,000.00%
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 | |
|---|---|---|
| 46 | ||
| 0.7604 | 7,604,010.00 | |
| 0.0001 | 1,380.00 | |
| 0.4789 | 4,789,210.00 | |
| 0.8921 | 16.35 | |
| 0.3190 | 17.81 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 28, 2005 to Jun 5, 2026
Jan 28, 2005 to Jun 5, 2026
Other MF2-GARCH Analyses on ETFs