iShares Gold Trust Micro GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.66% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 9.65 | |
| 0.1097 | 12.14 | |
| 0.8520 | 92.53 |
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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