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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0326	10.94***
α ARCH Response to squared shocks	0.0629	14.25***
β GARCH Volatility persistence	0.9040	171.53***
γ leverage Additional response to negative shocks	-0.2890	-5.59***

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abrdn Physical Gold Shares ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other abrdn Physical Gold Shares ETF Analyses