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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0380	12.32***
α ARCH Response to squared shocks	0.0875	6.38***
β GARCH Volatility persistence	0.9032	148.31***
γ leverage Additional response to negative shocks	-0.0442	-2.59***

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abrdn Physical Gold Shares ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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