abrdn Physical Gold Shares ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
2.20%
decreased by 5.32%
1 Week
2.64%
decreased by 4.88%
1 Month
3.96%
decreased by 3.56%
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 | |
|---|---|---|
| 31 | ||
| 0.7556 | 7,555,560.00 | |
| 0.0000 | 160.00 | |
| 0.4889 | 4,888,560.00 | |
| 0.9978 | 42.34 | |
| 0.0664 | 13,289.80 | |
| 0.0000 | 0.02 |
Estimation Period:
Sep 14, 2009 to Jun 18, 2026
Sep 14, 2009 to Jun 18, 2026
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