iShares Gold Trust Micro AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.60% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 6.28 | |
| 0.0952 | 12.89 | |
| 0.8553 | 93.60 | |
| -0.4250 | -12.99 |
Estimation Period:
Jul 5, 2021 to Feb 6, 2026
Jul 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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