iShares Gold Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.99% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 11.97 | |
| 0.0763 | 14.37 | |
| 0.9306 | 258.99 | |
| -0.0309 | -3.77 |
Estimation Period:
Jan 28, 2005 to Feb 13, 2026
Jan 28, 2005 to Feb 13, 2026
News Impact Curve
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