iShares Gold Trust Micro EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.12% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.01 | |
| 0.1825 | 14.28 | |
| 0.9532 | 164.57 | |
| 0.0814 | 5.98 |
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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