iShares Gold Trust Micro Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.00% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0131 | 6.41 | |
| 0.0904 | 2.84 | |
| 0.8497 | 19.29 | |
| 0.1249 | 2.15 |
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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