VanEck Merk Gold ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.93% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 9.40 | |
| 0.0971 | 8.01 | |
| 0.8952 | 163.21 | |
| -0.0584 | -3.80 |
Estimation Period:
May 16, 2014 to Feb 6, 2026
May 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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