abrdn Physical Gold Shares ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
25.03%
decreased by 1.22%
1 Week
24.43%
decreased by 1.82%
1 Month
22.57%
decreased by 3.68%
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 | |
|---|---|---|
| 0.0550 | 10.55 | |
| 0.0774 | 15.34 | |
| 0.8758 | 144.19 |
Estimation Period:
Sep 14, 2009 to Jun 18, 2026
Sep 14, 2009 to Jun 18, 2026
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