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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2440	6.56***
α ARCH Response to squared shocks	0.0648	3.16***
β GARCH Volatility persistence	0.8579	20.56***

γ₁	0.2074	1.37
γ₂	-0.3264	-1.38
γ₃	0.2456	1.20
γ₄	-0.4167	-1.85*
γ₅	0.8390	2.72***
γ₆	-1.0492	-2.17**
γ₇	0.6577	1.35
γ₈	0.0097	0.03
γ₉	-0.3115	-2.19**

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abrdn Physical Gold Shares ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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