Sprott Physical Gold Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.13% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3191 | 6.13 | |
| 0.0861 | 4.39 | |
| 0.8655 | 37.45 | |
| -0.0159 | -0.82 | |
| 0.0445 | 1.67 | |
| -0.0399 | -3.22 |
Estimation Period:
Feb 26, 2010 to Feb 6, 2026
Feb 26, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sprott Physical Gold Trust Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds