iShares Gold Trust Micro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.39% (-3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8857 | 5.73 | |
| 0.1071 | 2.73 | |
| 0.8446 | 20.11 | |
| -0.0151 | -0.88 |
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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