abrdn Physical Gold Shares ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
24.35%
decreased by 1.15%
1 Week
23.91%
decreased by 1.59%
1 Month
22.45%
decreased by 3.05%
Analysis last updated: Monday, June 22, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 10.91 | |
| 0.0660 | 14.66 | |
| 0.8979 | 161.11 | |
| -0.2824 | -5.42 |
Estimation Period:
Sep 14, 2009 to Jun 18, 2026
Sep 14, 2009 to Jun 18, 2026
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