abrdn Physical Gold Shares ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
24.20%
decreased by 0.96%
1 Week
23.84%
decreased by 1.32%
1 Month
22.62%
decreased by 2.54%
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 | |
|---|---|---|
| 0.0386 | 12.24 | |
| 0.0883 | 6.43 | |
| 0.9019 | 146.82 | |
| -0.0443 | -2.59 |
Estimation Period:
Sep 14, 2009 to Jun 18, 2026
Sep 14, 2009 to Jun 18, 2026
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