abrdn Physical Gold Shares ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
23.49%
decreased by 0.75%
1 Week
23.32%
decreased by 0.92%
1 Month
22.74%
decreased by 1.50%
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 | |
|---|---|---|
| 0.0089 | 2.81 | |
| 0.1200 | 9.23 | |
| 0.9791 | 359.18 | |
| 0.0241 | 2.26 |
Estimation Period:
Sep 14, 2009 to Jun 18, 2026
Sep 14, 2009 to Jun 18, 2026
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