Sprott Physical Gold Trust AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.57% (-5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0876 | 15.41 | |
| 0.1634 | 24.85 | |
| 0.7246 | 109.85 | |
| -0.3334 | -11.67 |
Estimation Period:
Jan 15, 2018 to Feb 6, 2026
Jan 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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