iShares Gold Strategy ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 10.45 | |
| 0.1046 | 9.52 | |
| 0.8836 | 125.55 | |
| -0.0631 | -4.93 |
Estimation Period:
Jun 19, 2018 to Aug 9, 2024
Jun 19, 2018 to Aug 9, 2024
News Impact Curve
Volatility Forecasts
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