iShares Gold Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.78% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 8.40 | |
| 0.1443 | 16.71 | |
| 0.9860 | 827.87 | |
| 0.0164 | 2.58 |
Estimation Period:
Jan 28, 2005 to Feb 20, 2026
Jan 28, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on ETFs