VanEck Merk Gold ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.81% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9607 | 5.18 | |
| 0.0637 | 3.75 | |
| 0.8626 | 26.12 | |
| -0.0903 | -1.11 | |
| 0.2137 | 1.82 | |
| -0.2535 | -3.37 | |
| 0.4036 | 3.63 |
Estimation Period:
May 16, 2014 to Feb 6, 2026
May 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Merk Gold ETF Analyses
Other Spline-GARCH Analyses on ETFs