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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0216	18.65***
α ARCH Response to squared shocks	0.1028	20.75***
β GARCH Volatility persistence	0.8819	256.43***
γ leverage Additional response to negative shocks	-0.0084	-1.14

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abrdn Physical Gold Shares ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other abrdn Physical Gold Shares ETF Analyses