IShares Gold ETF Forward View - Double Exponential Smoothing
| IAUM ETF | USD 47.07 0.21 0.45% |
iShares Gold Trust's Double Exponential Smoothing forecast is generated from the selected price series and evaluated against observed values. Forecast accuracy depends on how stable the recent price trend has been — trending markets suit some models better than others. The forecast is recalculated with each session so it does not rely on stale inputs. A small Bias confirms the model is not systematically over- or under-predicting. The Double Exponential Smoothing model projects IShares Gold at 47.21 for the next trading day, above the most recent closing price. All values shown are model-generated projections and should be evaluated alongside other analytical inputs.
Double Exponential Smoothing Price Forecast For the 11th of May 2026
Over a 90-day horizon, the Double Exponential Smoothing model forecasts IShares Gold at 47.21 for the next trading day, with a mean absolute deviation of 0.72 , mean absolute percentage error of 0.02 , and sum of absolute errors of 42.58 .This represents a very tight forecast — the model closely tracks IShares Gold's recent price behavior. This output is intended for short-term analytical reference.
ETF Forecast Pattern
| Backtest IShares Gold | IShares Gold Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast range for IShares Gold defines statistically derived downside and upside boundaries based on model performance. The projected band runs from roughly 45.33 on the downside to about 49.09 on the upside. The moderate spread reflects defined uncertainty around the forecast.
Model Predictive Factors
The table below summarizes the Double Exponential Smoothing model's error metrics for IShares Gold ETF. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.| AIC | Akaike Information Criteria | Huge |
| Bias | Arithmetic mean of the errors | 0.104 |
| MAD | Mean absolute deviation | 0.7217 |
| MAPE | Mean absolute percentage error | 0.0151 |
| SAE | Sum of the absolute errors | 42.5805 |
Other Forecasting Options for IShares Gold
MACD analysis of IShares Gold tracks the relationship between two exponential moving averages of IShares Gold's price. Many IShares Gold's traders use Fibonacci levels to set entry and exit targets based on prior price swings. Average True Range measures the typical daily price swing for IShares Gold, accounting for gaps. The frequency and magnitude of gaps reveal how much new information is being priced into IShares Gold outside regular hours.IShares Gold Comparable Funds
These peer funds help position IShares Gold within a broader category rather than against operating businesses. Peer review is strongest when it focuses on NAV trend, discount or premium to NAV, yield, and fee burden. Category-relative analysis helps separate fund-specific behavior from broader market moves affecting the whole group.
| Risk & Return | Correlation |
IShares Gold Market Strength Events
Market strength indicators for IShares Gold quantify how the ETF responds to shifts in volume and sentiment. These indicators capture shifts in momentum that may precede significant price moves in IShares Gold. The Market Facilitation Index measures how efficiently price moves relative to volume — rising MFI with rising volume signals strong trend participation. Monitoring these indicators for IShares Gold through complete market cycles reveals recurring patterns.
IShares Gold Risk Indicators
Analyzing IShares Gold's risk indicators separates symmetric price swings from asymmetric downside exposure. Understanding and quantifying the risks present in IShares Gold helps place recent price behavior in context. These metrics are most informative when compared against similar equities with comparable growth profiles and market capitalization. When semi-deviation is high relative to standard deviation, IShares Gold's losses have been disproportionately large compared to gains.
| Mean Deviation | 1.54 | |||
| Standard Deviation | 1.94 | |||
| Variance | 3.78 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.