Sprott Physical Gold Trust GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.36% (-5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1067 | 12.98 | |
| 0.1726 | 17.95 | |
| 0.7248 | 63.97 |
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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