Sprott Physical Gold Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.58% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0911 | 12.98 | |
| 0.2359 | 8.33 | |
| 0.7540 | 73.31 | |
| -0.1684 | -5.18 |
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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