Sprott Physical Gold Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.63% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1660 | 4.64 | |
| 0.1296 | 4.96 | |
| 0.7247 | 13.32 | |
| 0.8066 | 2.45 | |
| -1.3295 | -2.57 | |
| 0.7993 | 2.38 | |
| -0.3642 | -1.37 | |
| 0.6346 | 1.15 |
Estimation Period:
Jan 15, 2018 to Feb 13, 2026
Jan 15, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sprott Physical Gold Trust Analyses
Other Spline-GARCH Analyses on Closed-end Funds