iShares Gold Trust Micro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.91% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0874 | 6.72 | |
| 0.0786 | 11.94 | |
| 0.9611 | 129.97 | |
| 7.1433 | 1.80 |
Estimation Period:
Jul 5, 2021 to Feb 13, 2026
Jul 5, 2021 to Feb 13, 2026
Other iShares Gold Trust Micro Analyses
Other GAS-GARCH Student T Analyses on ETFs