Sprott Physical Gold Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.30% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1909 | 4.37 | |
| 0.1488 | 4.21 | |
| 0.7167 | 13.83 | |
| 0.7815 | 2.25 | |
| -1.2644 | -2.32 | |
| 0.6613 | 1.91 | |
| -0.0284 | -0.13 | |
| -0.2948 | -1.83 |
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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