Sprott Physical Gold Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.58% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9608 | 11.06 | |
| 0.1135 | 12.87 | |
| 0.9234 | 135.56 | |
| 6.0303 | 3.53 |
Estimation Period:
Jan 15, 2018 to Feb 6, 2026
Jan 15, 2018 to Feb 6, 2026
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