Sprott Physical Gold Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.63% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5422 | 9.30 | |
| 0.0828 | 4.38 | |
| 0.8700 | 36.78 | |
| 0.0125 | 4.39 |
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 Spline-GARCH Analyses on Closed-end Funds