iShares Gold Trust Micro GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.82% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 8.43 | |
| 0.1531 | 5.85 | |
| 0.8569 | 96.98 | |
| -0.1193 | -3.88 |
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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