Sprott Physical Gold Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.47% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 13.04 | |
| 0.0860 | 11.64 | |
| 0.9143 | 216.34 | |
| -0.0307 | -3.04 |
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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