Sprott Physical Gold Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.68% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 12.75 | |
| 0.0690 | 18.60 | |
| 0.9145 | 234.49 | |
| -0.1545 | -4.92 |
Estimation Period:
Feb 26, 2010 to Feb 6, 2026
Feb 26, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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