Sprott Physical Gold Trust GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.82% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 13.84 | |
| 0.0725 | 17.97 | |
| 0.9114 | 214.81 |
Estimation Period:
Feb 26, 2010 to Feb 13, 2026
Feb 26, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sprott Physical Gold Trust Analyses
Other GARCH Analyses on Closed-end Funds