iShares Gold Trust Micro MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.64% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1478 | 15.09 | |
| 0.8537 | 76.79 | |
| -0.1145 | -9.67 | |
| 0.6410 | 0.11 | |
| 0.4209 | 0.11 | |
| 0.0000 | 0.00 |
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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