iShares Gold Trust AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.63%
decreased by 0.39%
1 Week
21.56%
decreased by 0.46%
1 Month
21.31%
decreased by 0.71%
Analysis last updated: Tuesday, June 9, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 8.01 | |
| 0.0567 | 17.06 | |
| 0.9331 | 276.00 | |
| -0.2173 | -7.22 |
Estimation Period:
Jan 28, 2005 to Jun 5, 2026
Jan 28, 2005 to Jun 5, 2026
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