Sprott Physical Gold Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.57% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0057 | -0.98 | |
| 0.2135 | 19.91 | |
| 0.9340 | 179.47 | |
| 0.0902 | 7.17 |
Estimation Period:
Jan 15, 2018 to Feb 13, 2026
Jan 15, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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