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	param	t-stat
$m$	86
$α$	0.0953	18.10
$β$	0.8351	120.52
$γ$	-0.0306	-5.07
$λ_{1}$	0.1792	4.16
$λ_{2}$	0.8623	9.42
$λ_{3}$	0.0000	0.00

V-Lab

Sprott Physical Gold Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:44.39% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sprott Physical Gold Trust Analyses