Sprott Physical Gold Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.49% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 8.24 | |
| 0.1601 | 18.68 | |
| 0.9805 | 655.85 | |
| 0.0161 | 2.26 |
Estimation Period:
Feb 26, 2010 to Feb 13, 2026
Feb 26, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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